-20.1%
ADSK vs DECK
+30.0%
-50.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | -0.6% |
| 7D | +2.1% | +6.4% | -4.3% | +0.4% |
| 30D | +11.9% | +9.1% | +2.8% | +9.2% |
| 3M | +5.7% | -7.2% | +12.9% | +7.7% |
| 6M | +7.7% | -9.9% | +17.7% | +10.3% |
| YTD | -11.0% | -12.8% | +1.7% | -9.7% |
| 1Y | -11.4% | +10.6% | -22.0% | -16.8% |
| 3Y | +28.7% | -13.8% | +42.5% | +13.4% |
| 5Y | -20.1% | +27.6% | -47.7% | -47.2% |
| All | -20.1% | +30.0% | -50.0% | -47.2% |
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