-36.6%
AUR vs DECK
+51.7%
-88.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.2% | -0.5% |
| 7D | +8.7% | -2.2% | +11.0% | +10.0% |
| 30D | -5.2% | -13.6% | +8.4% | +1.7% |
| 3M | -7.3% | -21.2% | +13.9% | +3.3% |
| 6M | +41.2% | -21.1% | +62.3% | +55.8% |
| YTD | +65.1% | -17.2% | +82.3% | +73.4% |
| 1Y | +13.4% | -30.7% | +44.2% | +29.6% |
| 3Y | +98.1% | -3.4% | +101.5% | +59.9% |
| 5Y | -36.0% | +25.5% | -61.6% | -64.5% |
| All | -36.6% | +51.7% | -88.3% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling