+23.7%
EXC vs DECK
-3.0%
+26.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.6% | -1.0% |
| 7D | +0.3% | -2.2% | +2.5% | +0.2% |
| 30D | -3.7% | -13.6% | +9.9% | -4.0% |
| 3M | -1.3% | -21.2% | +20.0% | -1.7% |
| 6M | -9.7% | -21.1% | +11.4% | -10.0% |
| YTD | +2.9% | -17.2% | +20.1% | +2.7% |
| 1Y | +4.4% | -30.7% | +35.1% | +3.8% |
| All | +23.7% | -3.0% | +26.7% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling