+14.6%
COST vs DECK
+10.4%
+4.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.4% | +1.9% |
| 7D | +7.1% | +6.0% | +1.1% | +6.9% |
| 30D | +14.1% | +7.4% | +6.6% | +13.8% |
| 3M | +13.3% | -11.7% | +24.9% | +13.1% |
| 6M | +5.2% | -11.0% | +16.1% | +5.3% |
| YTD | +24.3% | -15.4% | +39.7% | +24.2% |
| 1Y | +14.6% | +7.2% | +7.4% | +12.7% |
| All | +14.6% | +10.4% | +4.2% | +12.7% |
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