+2.8%
AUR vs DECK
-0.5%
+3.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.4% | -1.1% | -4.9% |
| 7D | +7.9% | -3.7% | +11.6% | +8.4% |
| 30D | -18.5% | +0.6% | -19.1% | -18.5% |
| 3M | -36.7% | -7.3% | -29.4% | -36.2% |
| 6M | -39.8% | -10.9% | -28.8% | -39.2% |
| YTD | +13.3% | -18.5% | +31.7% | +15.8% |
| 1Y | +2.8% | +0.2% | +2.7% | -3.5% |
| All | +2.8% | -0.5% | +3.3% | -3.5% |
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