+855.0%
EXPE vs DECK
+5,050.3%
-4,195.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.2% | -2.1% |
| 7D | -9.5% | -2.2% | -7.3% | -8.9% |
| 30D | -6.6% | -13.6% | +7.0% | -2.5% |
| 3M | +31.4% | -21.2% | +52.6% | +40.9% |
| 6M | +35.2% | -21.1% | +56.3% | +44.3% |
| YTD | +5.8% | -17.2% | +23.0% | +10.4% |
| 1Y | +38.7% | -30.7% | +69.4% | +51.3% |
| 3Y | +175.8% | -3.4% | +179.1% | +155.9% |
| 5Y | +111.8% | +25.5% | +86.3% | +77.5% |
| 10Y | +179.7% | +714.7% | -534.9% | +33.3% |
| All | +855.0% | +5,050.3% | -4,195.3% | +131.8% |
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 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