+317.8%
COP vs DECK
+885.7%
-567.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.8% |
| 7D | -9.7% | +6.0% | -15.7% | -10.9% |
| 30D | +4.7% | +7.4% | -2.7% | +2.9% |
| 3M | +18.5% | -11.7% | +30.2% | +21.0% |
| 6M | +11.4% | -11.0% | +22.4% | +12.5% |
| YTD | +47.9% | -15.4% | +63.3% | +49.2% |
| 1Y | +59.3% | +7.2% | +52.1% | +51.5% |
| 3Y | +23.6% | -11.8% | +35.4% | +13.5% |
| 5Y | +113.1% | +24.3% | +88.8% | +70.6% |
| All | +317.8% | +885.7% | -567.9% | +105.3% |
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