+140.6%
EXE vs DECK
+58.2%
+82.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -6.6% | +5.8% | -12.3% | -7.0% |
| 30D | -4.0% | +7.9% | -11.9% | -4.7% |
| 3M | -7.5% | -11.4% | +4.0% | -6.6% |
| 6M | -11.7% | -16.6% | +4.9% | -10.6% |
| YTD | -22.0% | -16.4% | -5.6% | -21.4% |
| 1Y | -21.8% | +8.6% | -30.4% | -23.5% |
| 3Y | +8.0% | -15.1% | +23.1% | +4.5% |
| 5Y | +62.3% | +22.9% | +39.4% | +49.3% |
| All | +140.6% | +58.2% | +82.5% | +106.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling