+758.4%
COST vs DECK
+938.4%
-180.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.1% | +0.6% |
| 7D | +2.5% | +6.4% | -3.9% | +1.6% |
| 30D | +12.8% | +9.1% | +3.7% | +11.3% |
| 3M | +12.7% | -7.2% | +19.9% | +13.7% |
| 6M | +6.0% | -9.9% | +16.0% | +7.1% |
| YTD | +24.4% | -12.8% | +37.1% | +25.3% |
| 1Y | +16.2% | +10.6% | +5.6% | +12.9% |
| 3Y | +96.9% | -13.8% | +110.7% | +90.6% |
| 5Y | +121.1% | +27.6% | +93.5% | +94.2% |
| 10Y | +758.4% | +887.0% | -128.6% | +488.1% |
| All | +758.4% | +938.4% | -180.0% | +488.1% |
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