+232.9%
ABT vs DECK
+874.1%
-641.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -3.1% |
| 7D | +3.5% | +5.8% | -2.2% | +2.8% |
| 30D | +12.0% | +7.9% | +4.2% | +10.9% |
| 3M | +2.5% | -11.4% | +13.9% | +4.0% |
| 6M | +29.1% | -16.6% | +45.6% | +31.7% |
| YTD | -10.1% | -16.4% | +6.3% | -8.6% |
| 1Y | -9.8% | +8.6% | -18.5% | -11.4% |
| 3Y | +23.3% | -15.1% | +38.4% | +18.7% |
| 5Y | -2.4% | +22.9% | -25.2% | -14.5% |
| All | +232.9% | +874.1% | -641.2% | +121.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling