+2,628.7%
AVGO vs DECK
+718.3%
+1,910.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.3% | -0.3% |
| 7D | -3.0% | -2.2% | -0.7% | -2.3% |
| 30D | -14.4% | -13.6% | -0.8% | -10.5% |
| 3M | -14.4% | -21.2% | +6.8% | -8.4% |
| 6M | +13.1% | -21.1% | +34.2% | +20.3% |
| YTD | +3.8% | -17.2% | +21.0% | +7.4% |
| 1Y | +17.8% | -30.7% | +48.5% | +27.7% |
| 3Y | +325.3% | -3.4% | +328.6% | +287.2% |
| 5Y | +689.9% | +25.5% | +664.4% | +528.6% |
| All | +2,628.7% | +718.3% | +1,910.4% | +1,314.1% |
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