+15.8%
D vs DECK
+31.2%
-15.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.0% | -1.5% | +4.3% |
| 7D | +8.5% | +10.4% | -1.9% | +8.2% |
| 30D | +14.3% | +11.1% | +3.2% | +13.9% |
| 3M | +1.8% | -10.8% | +12.6% | +2.0% |
| 6M | +13.0% | -8.7% | +21.8% | +13.2% |
| YTD | +22.7% | -14.0% | +36.8% | +23.0% |
| 1Y | +22.6% | +12.0% | +10.6% | +21.9% |
| 3Y | +84.2% | -10.5% | +94.7% | +80.4% |
| 5Y | +15.8% | +28.5% | -12.7% | +11.5% |
| All | +15.8% | +31.2% | -15.5% | +11.5% |
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