-1.8%
DECK vs A
+26.9%
-28.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.3% |
| 7D | -2.2% | -1.9% | -0.3% | -1.4% |
| 30D | -13.6% | +6.9% | -20.5% | -16.1% |
| 3M | -21.2% | +9.2% | -30.5% | -24.4% |
| 6M | -21.1% | +25.7% | -46.8% | -29.2% |
| YTD | -17.2% | +11.5% | -28.8% | -21.7% |
| 1Y | -30.7% | +18.4% | -49.1% | -36.7% |
| All | -1.8% | +26.9% | -28.7% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 3y: compounded portfolio wealth divided by compounded A 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…
3y analysis · Full analysis span regression · 6 months rolling