+24.9%
COP vs DECK
-12.4%
+37.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -1.0% |
| 7D | -9.7% | +6.0% | -15.7% | -9.9% |
| 30D | +4.7% | +7.4% | -2.7% | +4.3% |
| 3M | +18.5% | -11.7% | +30.2% | +19.3% |
| 6M | +11.4% | -11.0% | +22.4% | +11.7% |
| YTD | +47.9% | -15.4% | +63.3% | +48.1% |
| 1Y | +59.3% | +7.2% | +52.1% | +55.2% |
| All | +24.9% | -12.4% | +37.3% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling