+109.4%
C vs DECK
+25.8%
+83.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.5% | -3.5% | -4.7% |
| 7D | -5.3% | +6.0% | -11.3% | -6.5% |
| 30D | -7.3% | +7.4% | -14.8% | -8.8% |
| 3M | -13.5% | -11.7% | -1.8% | -11.4% |
| 6M | -6.5% | -11.0% | +4.5% | -4.9% |
| YTD | +3.6% | -15.4% | +19.0% | +5.9% |
| 1Y | +18.9% | +7.2% | +11.6% | +15.3% |
| 3Y | +205.0% | -11.8% | +216.8% | +191.2% |
| 5Y | +109.4% | +24.3% | +85.0% | +70.6% |
| All | +109.4% | +25.8% | +83.6% | +70.6% |
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