-55.9%
AUR vs DECK
+53.3%
-109.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.2% | +10.6% | +10.0% |
| 7D | +1.1% | +5.8% | -4.6% | -2.0% |
| 30D | -22.9% | +7.9% | -30.8% | -26.2% |
| 3M | -35.0% | -11.4% | -23.6% | -31.6% |
| 6M | -39.3% | -16.6% | -22.8% | -35.1% |
| YTD | +14.8% | -16.4% | +31.2% | +19.1% |
| 1Y | +4.3% | +8.6% | -4.4% | -7.4% |
| 3Y | +125.0% | -15.1% | +140.1% | +101.6% |
| 5Y | -55.9% | +22.9% | -78.7% | -75.8% |
| All | -55.9% | +53.3% | -109.2% | -75.7% |
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