+40.2%
ECL vs DECK
+25.8%
+14.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.6% |
| 7D | +1.7% | +6.0% | -4.4% | +0.6% |
| 30D | +8.9% | +7.4% | +1.5% | +7.4% |
| 3M | +7.4% | -11.7% | +19.1% | +9.7% |
| 6M | +19.3% | -11.0% | +30.3% | +21.5% |
| YTD | +17.4% | -15.4% | +32.8% | +20.0% |
| 1Y | +19.4% | +7.2% | +12.2% | +16.9% |
| 3Y | +80.5% | -11.8% | +92.3% | +67.8% |
| 5Y | +40.2% | +24.3% | +15.9% | +6.8% |
| All | +40.2% | +25.8% | +14.4% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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