-53.5%
AUR vs DECK
+59.8%
-113.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.3% | +1.2% | +3.3% |
| 7D | +9.9% | +6.4% | +3.5% | +6.3% |
| 30D | -20.2% | +9.1% | -29.3% | -24.0% |
| 3M | -34.1% | -7.2% | -26.9% | -32.2% |
| 6M | -34.3% | -9.9% | -24.4% | -32.4% |
| YTD | +21.1% | -12.8% | +33.9% | +23.0% |
| 1Y | +7.6% | +10.6% | -3.0% | -5.0% |
| 3Y | +159.8% | -13.8% | +173.6% | +132.5% |
| 5Y | -53.9% | +27.6% | -81.5% | -75.2% |
| All | -53.5% | +59.8% | -113.3% | -74.9% |
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