+767.5%
COST vs DECK
+874.1%
-106.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -1.0% |
| 7D | +4.1% | +5.8% | -1.7% | +3.3% |
| 30D | +12.0% | +7.9% | +4.1% | +10.7% |
| 3M | +11.2% | -11.4% | +22.6% | +12.9% |
| 6M | +6.1% | -16.6% | +22.7% | +8.3% |
| YTD | +22.9% | -16.4% | +39.3% | +24.6% |
| 1Y | +14.7% | +8.6% | +6.1% | +11.7% |
| 3Y | +92.3% | -15.1% | +107.4% | +86.4% |
| 5Y | +116.6% | +22.9% | +93.8% | +91.3% |
| All | +767.5% | +874.1% | -106.6% | +491.3% |
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