+2,929.4%
COP vs DECK
+8,125.5%
-5,196.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.0% | -11.1% | -5.7% |
| 7D | -8.1% | +10.4% | -18.5% | -8.9% |
| 30D | +6.7% | +11.1% | -4.4% | +5.6% |
| 3M | +16.9% | -10.8% | +27.7% | +17.7% |
| 6M | +11.2% | -8.7% | +19.9% | +11.4% |
| YTD | +49.5% | -14.0% | +63.6% | +50.0% |
| 1Y | +60.7% | +12.0% | +48.7% | +57.5% |
| 3Y | +24.9% | -10.5% | +35.4% | +22.7% |
| 5Y | +121.7% | +28.5% | +93.2% | +108.7% |
| 10Y | +333.8% | +923.3% | -589.5% | +248.2% |
| All | +2,929.4% | +8,125.5% | -5,196.1% | +2,020.0% |
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