+63.7%
EXE vs DECK
+25.8%
+37.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.7% | -2.1% |
| 7D | -5.6% | +6.0% | -11.7% | -6.1% |
| 30D | -3.3% | +7.4% | -10.7% | -3.8% |
| 3M | -5.5% | -11.7% | +6.2% | -4.7% |
| 6M | -13.4% | -11.0% | -2.5% | -13.0% |
| YTD | -21.3% | -15.4% | -5.9% | -20.9% |
| 1Y | -20.7% | +7.2% | -28.0% | -22.2% |
| 3Y | +3.9% | -11.8% | +15.7% | +0.5% |
| 5Y | +63.7% | +24.3% | +39.4% | +69.7% |
| All | +63.7% | +25.8% | +37.9% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling