+17.5%
DE vs DECK
-10.6%
+28.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.0% | -4.4% | +1.6% |
| 7D | +5.6% | +10.4% | -4.8% | +5.7% |
| 30D | -0.8% | +11.1% | -11.9% | -0.7% |
| 3M | +9.8% | -10.8% | +20.6% | +9.4% |
| 6M | +17.5% | -8.7% | +26.3% | +17.3% |
| All | +17.5% | -10.6% | +28.1% | +17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling