+51.6%
EXPE vs DECK
+25.8%
+25.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -1.5% | -12.2% | -13.2% |
| 7D | -3.6% | +6.0% | -9.6% | -5.4% |
| 30D | +4.8% | +7.4% | -2.7% | +2.5% |
| 3M | -14.6% | -11.7% | -3.0% | -10.8% |
| 6M | +10.0% | -11.0% | +20.9% | +14.3% |
| YTD | -3.3% | -15.4% | +12.1% | +1.0% |
| 1Y | +28.4% | +7.2% | +21.1% | +23.2% |
| 3Y | +145.1% | -11.8% | +156.9% | +118.0% |
| 5Y | +51.6% | +24.3% | +27.3% | +3.4% |
| All | +51.6% | +25.8% | +25.9% | +3.4% |
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