-59.7%
AUR vs DECK
+55.1%
-114.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.5% |
| 7D | -8.5% | +6.0% | -14.5% | -11.4% |
| 30D | -29.9% | +7.4% | -37.4% | -32.7% |
| 3M | -39.8% | -11.7% | -28.1% | -36.5% |
| 6M | -38.3% | -11.0% | -27.3% | -36.0% |
| YTD | +4.9% | -15.4% | +20.3% | +8.2% |
| 1Y | -9.6% | +7.2% | -16.9% | -19.0% |
| 3Y | +100.5% | -11.8% | +112.3% | +75.4% |
| 5Y | -59.7% | +24.3% | -84.0% | -78.0% |
| All | -59.7% | +55.1% | -114.8% | -77.9% |
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 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