+13.4%
AUR vs DECK
-30.4%
+43.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.2% | +0.1% |
| 7D | +8.7% | -2.2% | +11.0% | +9.1% |
| 30D | -5.2% | -13.6% | +8.4% | -3.4% |
| 3M | -7.3% | -21.2% | +13.9% | -4.5% |
| 6M | +41.2% | -21.1% | +62.3% | +44.2% |
| YTD | +65.1% | -17.2% | +82.3% | +69.3% |
| 1Y | +13.4% | -30.7% | +44.2% | +24.5% |
| All | +13.4% | -30.4% | +43.8% | +24.5% |
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