+17.1%
COST vs DECK
+9.7%
+7.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.1% | +1.0% |
| 7D | +2.5% | +6.4% | -3.9% | +2.2% |
| 30D | +12.8% | +9.1% | +3.7% | +12.4% |
| 3M | +12.7% | -7.2% | +19.9% | +12.3% |
| 6M | +6.0% | -9.9% | +16.0% | +5.9% |
| YTD | +24.4% | -12.8% | +37.1% | +24.1% |
| All | +17.1% | +9.7% | +7.5% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling