+1,391.6%
EXC vs DECK
+8,125.5%
-6,733.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.0% | -4.3% | +1.3% |
| 7D | +3.3% | +10.4% | -7.1% | +2.8% |
| 30D | +13.3% | +11.1% | +2.2% | +12.7% |
| 3M | +1.8% | -10.8% | +12.6% | +2.3% |
| 6M | +1.1% | -8.7% | +9.8% | +1.4% |
| YTD | +9.0% | -14.0% | +23.1% | +9.5% |
| 1Y | +3.4% | +12.0% | -8.7% | +2.4% |
| 3Y | +27.7% | -10.5% | +38.1% | +26.2% |
| 5Y | +43.1% | +28.5% | +14.6% | +37.8% |
| 10Y | +182.0% | +923.3% | -741.3% | +146.4% |
| All | +1,391.6% | +8,125.5% | -6,733.9% | +1,166.5% |
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