+46.1%
ECL vs DECK
+31.2%
+14.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.0% | -2.6% | +2.3% |
| 7D | +7.7% | +10.4% | -2.6% | +5.8% |
| 30D | +13.7% | +11.1% | +2.6% | +11.5% |
| 3M | +11.6% | -10.8% | +22.3% | +13.7% |
| 6M | +23.9% | -8.7% | +32.7% | +25.6% |
| YTD | +21.0% | -14.0% | +35.0% | +23.3% |
| 1Y | +23.1% | +12.0% | +11.1% | +19.6% |
| 3Y | +85.9% | -10.5% | +96.4% | +72.3% |
| 5Y | +46.1% | +28.5% | +17.6% | +11.2% |
| All | +46.1% | +31.2% | +14.8% | +11.2% |
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