+50.0%
ADP vs DECK
+31.2%
+18.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.0% | -3.4% | +1.8% |
| 7D | +6.4% | +10.4% | -4.0% | +5.0% |
| 30D | +16.6% | +11.1% | +5.5% | +15.0% |
| 3M | +12.9% | -10.8% | +23.7% | +14.4% |
| 6M | +45.7% | -8.7% | +54.4% | +46.8% |
| YTD | +20.6% | -14.0% | +34.7% | +21.8% |
| 1Y | +20.5% | +12.0% | +8.5% | +17.2% |
| 3Y | +48.7% | -10.5% | +59.2% | +38.1% |
| 5Y | +50.0% | +28.5% | +21.5% | +27.2% |
| All | +50.0% | +31.2% | +18.8% | +27.2% |
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 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