+119.1%
COST vs DECK
+25.8%
+93.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.4% | +2.1% |
| 7D | +7.1% | +6.0% | +1.1% | +6.2% |
| 30D | +14.1% | +7.4% | +6.6% | +12.8% |
| 3M | +13.3% | -11.7% | +24.9% | +15.2% |
| 6M | +5.2% | -11.0% | +16.1% | +6.4% |
| YTD | +24.3% | -15.4% | +39.7% | +25.8% |
| 1Y | +14.6% | +7.2% | +7.4% | +11.3% |
| 3Y | +97.6% | -11.8% | +109.4% | +82.9% |
| 5Y | +119.1% | +24.3% | +94.8% | +78.1% |
| All | +119.1% | +25.8% | +93.3% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling