-1.7%
ETN vs DECK
-0.5%
-1.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +3.9% | -0.1% |
| 7D | +10.1% | -3.7% | +13.8% | +10.4% |
| 30D | -15.9% | +0.6% | -16.5% | -16.0% |
| 3M | -21.7% | -7.3% | -14.4% | -21.3% |
| 6M | -10.1% | -10.9% | +0.8% | -10.5% |
| YTD | +14.0% | -18.5% | +32.5% | +15.8% |
| 1Y | -1.7% | +0.2% | -1.9% | -6.9% |
| All | -1.7% | -0.5% | -1.2% | -6.9% |
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