-54.5%
AUR vs DECK
+58.7%
-113.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -1.8% |
| 7D | +6.6% | +6.8% | -0.2% | +2.9% |
| 30D | -22.0% | +8.3% | -30.3% | -25.4% |
| 3M | -34.8% | -7.9% | -27.0% | -32.7% |
| 6M | -35.7% | -10.6% | -25.1% | -33.6% |
| YTD | +18.5% | -13.4% | +31.9% | +20.8% |
| 1Y | +4.4% | +12.5% | -8.1% | -8.7% |
| 3Y | +150.7% | -14.9% | +165.5% | +125.9% |
| 5Y | -53.6% | +27.5% | -81.0% | -75.0% |
| All | -54.5% | +58.7% | -113.2% | -75.4% |
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