+49.6%
ADP vs DECK
-12.4%
+62.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.3% |
| 7D | +7.4% | +6.0% | +1.3% | +6.9% |
| 30D | +17.1% | +7.4% | +9.6% | +16.4% |
| 3M | +14.4% | -11.7% | +26.1% | +15.3% |
| 6M | +47.9% | -11.0% | +58.8% | +48.7% |
| YTD | +22.1% | -15.4% | +37.4% | +22.8% |
| 1Y | +21.8% | +7.2% | +14.5% | +20.5% |
| All | +49.6% | -12.4% | +62.0% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling