+221.9%
ADSK vs DECK
+718.3%
-496.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.6% | -9.8% | -8.7% |
| 7D | -16.4% | -2.2% | -14.2% | -15.9% |
| 30D | -9.2% | -13.6% | +4.4% | -5.3% |
| 3M | -6.7% | -21.2% | +14.5% | -0.1% |
| 6M | -15.5% | -21.1% | +5.6% | -10.3% |
| YTD | -26.4% | -17.2% | -9.2% | -23.9% |
| 1Y | -31.9% | -30.7% | -1.1% | -26.3% |
| 3Y | -1.0% | -3.4% | +2.4% | -12.8% |
| 5Y | -24.5% | +25.5% | -50.1% | -42.3% |
| All | +221.9% | +718.3% | -496.4% | +60.1% |
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