+21.8%
ADP vs DECK
+10.4%
+11.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.3% |
| 7D | +7.4% | +6.0% | +1.3% | +6.7% |
| 30D | +17.1% | +7.4% | +9.6% | +16.2% |
| 3M | +14.4% | -11.7% | +26.1% | +15.2% |
| 6M | +47.9% | -11.0% | +58.8% | +48.8% |
| YTD | +22.1% | -15.4% | +37.4% | +22.7% |
| 1Y | +21.8% | +7.2% | +14.5% | +14.8% |
| All | +21.8% | +10.4% | +11.4% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling