+28.5%
DECK vs EXR
-0.9%
+29.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.1% | +2.9% | +4.7% |
| 7D | +10.4% | +11.3% | -0.9% | +5.7% |
| 30D | +11.1% | +21.2% | -10.1% | +2.8% |
| 3M | -10.8% | +8.7% | -19.5% | -13.8% |
| 6M | -8.7% | +18.2% | -27.0% | -14.5% |
| YTD | -14.0% | +27.9% | -42.0% | -22.0% |
| 1Y | +12.0% | +28.3% | -16.3% | +1.6% |
| 3Y | -10.5% | +71.7% | -82.1% | -29.2% |
| 5Y | +28.5% | -0.6% | +29.1% | +27.1% |
| All | +28.5% | -0.9% | +29.4% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling