-9.0%
AUR vs DECK
+11.2%
-20.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.0% | -10.4% | -5.1% |
| 7D | -19.8% | +10.4% | -30.2% | -20.8% |
| 30D | -29.0% | +11.1% | -40.1% | -29.9% |
| 3M | -43.6% | -10.8% | -32.8% | -43.0% |
| 6M | -36.6% | -8.7% | -27.9% | -36.2% |
| YTD | +6.3% | -14.0% | +20.3% | +7.9% |
| 1Y | -9.0% | +12.0% | -21.1% | -17.3% |
| All | -9.0% | +11.2% | -20.3% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling