+4,840.1%
ADP vs DECK
+7,820.9%
-2,980.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.6% | -2.2% |
| 7D | -3.4% | -2.2% | -1.2% | -3.3% |
| 30D | +2.8% | -13.6% | +16.4% | +3.8% |
| 3M | +20.9% | -21.2% | +42.2% | +22.9% |
| 6M | +29.9% | -21.1% | +51.0% | +31.7% |
| YTD | +9.6% | -17.2% | +26.9% | +10.6% |
| 1Y | -5.3% | -30.7% | +25.5% | -3.4% |
| 3Y | +16.5% | -3.4% | +19.8% | +14.2% |
| 5Y | +49.4% | +25.5% | +23.9% | +42.6% |
| 10Y | +282.2% | +714.7% | -432.5% | +222.0% |
| All | +4,840.1% | +7,820.9% | -2,980.8% | +3,487.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling