+53.2%
ADP vs DECK
+25.5%
+27.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.6% | -2.3% |
| 7D | -3.4% | -2.2% | -1.2% | -3.2% |
| 30D | +2.8% | -13.6% | +16.4% | +4.6% |
| 3M | +20.9% | -21.2% | +42.2% | +24.3% |
| 6M | +29.9% | -21.1% | +51.0% | +33.1% |
| YTD | +9.6% | -17.2% | +26.9% | +11.3% |
| 1Y | -5.3% | -30.7% | +25.5% | -1.9% |
| 3Y | +16.5% | -3.4% | +19.8% | +6.7% |
| All | +53.2% | +25.5% | +27.7% | +22.5% |
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