+259.5%
ADSK vs DECK
+753.0%
-493.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +1.1% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | +14.4% | +4.8% | +9.6% | +12.8% |
| 3M | +2.5% | -6.9% | +9.4% | +4.5% |
| 6M | +14.5% | -7.6% | +22.0% | +16.4% |
| YTD | -10.7% | -16.3% | +5.6% | -8.1% |
| 1Y | -11.0% | +4.5% | -15.5% | -14.9% |
| 3Y | +25.9% | -17.1% | +43.0% | +18.3% |
| 5Y | -19.7% | +21.9% | -41.6% | -37.8% |
| All | +259.5% | +753.0% | -493.5% | +81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling