+148.3%
EXE vs DECK
+62.5%
+85.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.0% | -8.9% | -3.4% |
| 7D | -4.7% | +10.4% | -15.0% | -5.5% |
| 30D | +1.0% | +11.1% | -10.1% | 0.0% |
| 3M | -5.6% | -10.8% | +5.1% | -4.8% |
| 6M | -12.3% | -8.7% | -3.6% | -12.0% |
| YTD | -19.5% | -14.0% | -5.4% | -19.1% |
| 1Y | -18.9% | +12.0% | -30.9% | -20.9% |
| 3Y | +6.3% | -10.5% | +16.8% | +2.1% |
| 5Y | +68.0% | +28.5% | +39.6% | +53.7% |
| All | +148.3% | +62.5% | +85.8% | +112.9% |
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