+33.5%
ELV vs DECK
+3.6%
+29.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.8% | -0.3% |
| 7D | +1.0% | +0.1% | +0.8% | +0.9% |
| 30D | +0.4% | +4.8% | -4.5% | -0.1% |
| 3M | +8.4% | -6.9% | +15.3% | +8.9% |
| 6M | +8.4% | -7.6% | +16.0% | +8.8% |
| YTD | +24.4% | -16.3% | +40.6% | +26.8% |
| 1Y | +33.5% | +4.5% | +29.0% | +40.3% |
| All | +33.5% | +3.6% | +29.9% | +40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling