+7,223.7%
ECL vs DECK
+7,820.9%
-597.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | 0.0% |
| 7D | -2.6% | -2.2% | -0.4% | -2.4% |
| 30D | -2.2% | -13.6% | +11.4% | -1.0% |
| 3M | +10.1% | -21.2% | +31.4% | +12.2% |
| 6M | -5.7% | -21.1% | +15.4% | -4.0% |
| YTD | +7.0% | -17.2% | +24.2% | +8.3% |
| 1Y | +2.7% | -30.7% | +33.4% | +5.2% |
| 3Y | +57.7% | -3.4% | +61.1% | +54.8% |
| 5Y | +31.1% | +25.5% | +5.6% | +25.0% |
| 10Y | +150.9% | +714.7% | -563.8% | +107.5% |
| All | +7,223.7% | +7,820.9% | -597.2% | +5,066.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling