+2,870.2%
COP vs DECK
+7,820.9%
-4,950.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.6% | -1.2% |
| 7D | +3.0% | -2.2% | +5.2% | +3.2% |
| 30D | +17.5% | -13.6% | +31.1% | +18.8% |
| 3M | +13.4% | -21.2% | +34.6% | +15.4% |
| 6M | +17.7% | -21.1% | +38.8% | +19.4% |
| YTD | +46.6% | -17.2% | +63.8% | +47.8% |
| 1Y | +44.6% | -30.7% | +75.4% | +47.7% |
| 3Y | +20.7% | -3.4% | +24.1% | +17.8% |
| 5Y | +185.0% | +25.5% | +159.5% | +168.8% |
| 10Y | +347.0% | +714.7% | -367.7% | +264.5% |
| All | +2,870.2% | +7,820.9% | -4,950.8% | +1,988.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling