+469.8%
AVGO vs DECK
+25.8%
+444.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -1.5% | -8.9% | -10.0% |
| 7D | -15.5% | +6.0% | -21.5% | -17.0% |
| 30D | -22.4% | +7.4% | -29.9% | -24.2% |
| 3M | -30.2% | -11.7% | -18.5% | -27.9% |
| 6M | -31.6% | -11.0% | -20.6% | -30.2% |
| YTD | -15.3% | -15.4% | +0.1% | -13.4% |
| 1Y | -18.2% | +7.2% | -25.4% | -23.3% |
| 3Y | +241.2% | -11.8% | +253.0% | +217.8% |
| 5Y | +469.8% | +24.3% | +445.5% | +337.0% |
| All | +469.8% | +25.8% | +444.0% | +337.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling