+9.0%
EXE vs DECK
-12.4%
+21.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.7% | -2.2% |
| 7D | -5.6% | +6.0% | -11.7% | -5.8% |
| 30D | -3.3% | +7.4% | -10.7% | -3.5% |
| 3M | -5.5% | -11.7% | +6.2% | -5.1% |
| 6M | -13.4% | -11.0% | -2.5% | -13.3% |
| YTD | -21.3% | -15.4% | -5.9% | -21.2% |
| 1Y | -20.7% | +7.2% | -28.0% | -21.8% |
| All | +9.0% | -12.4% | +21.3% | +11.3% |
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