+5,206.0%
DECK vs EXR
+2,662.2%
+2,543.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.1% |
| 7D | -2.2% | -2.6% | +0.3% | -1.0% |
| 30D | -13.6% | -7.2% | -6.4% | -10.5% |
| 3M | -21.2% | -3.5% | -17.7% | -19.8% |
| 6M | -21.1% | -5.3% | -15.8% | -18.9% |
| YTD | -17.2% | +9.4% | -26.6% | -20.6% |
| 1Y | -30.7% | +1.3% | -32.1% | -31.3% |
| 3Y | -3.4% | +22.4% | -25.8% | -15.0% |
| 5Y | +25.5% | -12.2% | +37.8% | +25.8% |
| 10Y | +714.7% | +148.6% | +566.1% | +359.7% |
| All | +5,206.0% | +2,662.2% | +2,543.8% | +789.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling