+346.1%
COP vs DECK
+718.3%
-372.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.6% | -1.4% |
| 7D | +3.0% | -2.2% | +5.2% | +3.5% |
| 30D | +17.5% | -13.6% | +31.1% | +21.0% |
| 3M | +13.4% | -21.2% | +34.6% | +18.5% |
| 6M | +17.7% | -21.1% | +38.8% | +21.9% |
| YTD | +46.6% | -17.2% | +63.8% | +49.2% |
| 1Y | +44.6% | -30.7% | +75.4% | +52.6% |
| 3Y | +20.7% | -3.4% | +24.1% | +7.5% |
| 5Y | +185.0% | +25.5% | +159.5% | +125.8% |
| All | +346.1% | +718.3% | -372.2% | +117.9% |
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 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