+5,335.9%
ADP vs DECK
+8,125.5%
-2,789.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.0% | -3.4% | +2.1% |
| 7D | +6.4% | +10.4% | -4.0% | +5.6% |
| 30D | +16.6% | +11.1% | +5.5% | +15.7% |
| 3M | +12.9% | -10.8% | +23.7% | +13.7% |
| 6M | +45.7% | -8.7% | +54.4% | +46.4% |
| YTD | +20.6% | -14.0% | +34.7% | +21.4% |
| 1Y | +20.5% | +12.0% | +8.5% | +18.9% |
| 3Y | +48.7% | -10.5% | +59.2% | +46.8% |
| 5Y | +50.0% | +28.5% | +21.5% | +43.1% |
| 10Y | +324.2% | +923.3% | -599.1% | +253.1% |
| All | +5,335.9% | +8,125.5% | -2,789.6% | +3,835.9% |
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