+1,307.7%
EXC vs DECK
+7,820.9%
-6,513.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.6% | -1.1% |
| 7D | +0.3% | -2.2% | +2.5% | +0.4% |
| 30D | -3.7% | -13.6% | +9.9% | -3.1% |
| 3M | -1.3% | -21.2% | +20.0% | -0.2% |
| 6M | -9.7% | -21.1% | +11.4% | -8.8% |
| YTD | +2.9% | -17.2% | +20.1% | +3.5% |
| 1Y | +4.4% | -30.7% | +35.1% | +5.7% |
| 3Y | +22.2% | -3.4% | +25.6% | +20.2% |
| 5Y | +46.7% | +25.5% | +21.2% | +41.4% |
| 10Y | +155.3% | +714.7% | -559.3% | +125.0% |
| All | +1,307.7% | +7,820.9% | -6,513.2% | +1,097.8% |
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