+6.7%
D vs DECK
+25.5%
-18.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.5% |
| 7D | +0.4% | -2.2% | +2.7% | +0.5% |
| 30D | -3.6% | -13.6% | +10.0% | -3.2% |
| 3M | -1.0% | -21.2% | +20.3% | -0.4% |
| 6M | +6.3% | -21.1% | +27.4% | +6.8% |
| YTD | +14.7% | -17.2% | +31.9% | +15.1% |
| 1Y | +16.9% | -30.7% | +47.7% | +17.9% |
| 3Y | +56.8% | -3.4% | +60.2% | +53.3% |
| All | +6.7% | +25.5% | -18.9% | +0.6% |
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 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