+34.5%
D vs DECK
+718.3%
-683.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.5% |
| 7D | +1.5% | -2.2% | +3.7% | +1.6% |
| 30D | -2.6% | -13.6% | +11.0% | -1.8% |
| 3M | 0.0% | -21.2% | +21.3% | +1.3% |
| 6M | +7.4% | -21.1% | +28.4% | +8.7% |
| YTD | +15.9% | -17.2% | +33.1% | +16.7% |
| 1Y | +18.1% | -30.7% | +48.9% | +20.2% |
| 3Y | +58.4% | -3.4% | +61.7% | +53.4% |
| 5Y | +5.2% | +25.5% | -20.3% | -1.5% |
| All | +34.5% | +718.3% | -683.8% | +16.6% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling