+103.3%
EXPE vs DECK
+31.2%
+72.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +6.0% | +4.6% | +8.4% |
| 7D | +14.6% | +10.4% | +4.3% | +10.9% |
| 30D | +21.4% | +11.1% | +10.3% | +17.3% |
| 3M | +1.4% | -10.8% | +12.1% | +5.4% |
| 6M | +28.6% | -8.7% | +37.3% | +32.4% |
| YTD | +12.1% | -14.0% | +26.2% | +16.4% |
| 1Y | +50.0% | +12.0% | +38.0% | +41.6% |
| 3Y | +184.1% | -10.5% | +194.6% | +150.5% |
| 5Y | +103.3% | +28.5% | +74.8% | +47.8% |
| All | +103.3% | +31.2% | +72.0% | +47.8% |
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 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