+43.8%
D vs DECK
+885.7%
-841.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | -0.1% |
| 7D | +6.9% | +6.0% | +0.9% | +6.6% |
| 30D | +12.3% | +7.4% | +4.9% | +11.8% |
| 3M | +3.0% | -11.7% | +14.7% | +3.7% |
| 6M | +12.8% | -11.0% | +23.8% | +13.4% |
| YTD | +22.6% | -15.4% | +37.9% | +23.3% |
| 1Y | +21.7% | +7.2% | +14.4% | +20.4% |
| 3Y | +83.9% | -11.8% | +95.8% | +79.8% |
| 5Y | +14.0% | +24.3% | -10.4% | +7.0% |
| All | +43.8% | +885.7% | -841.9% | +26.4% |
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