+28.5%
DECK vs A
+16.3%
+12.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.0% | +5.0% | +5.5% |
| 7D | +10.4% | -2.4% | +12.7% | +11.6% |
| 30D | +11.1% | +3.6% | +7.5% | +9.0% |
| 3M | -10.8% | +27.5% | -38.2% | -21.4% |
| 6M | -8.7% | +58.5% | -67.2% | -29.2% |
| YTD | -14.0% | +31.2% | -45.2% | -26.5% |
| 1Y | +12.0% | +22.2% | -10.2% | -0.6% |
| 3Y | -10.5% | +66.2% | -76.6% | -35.8% |
| 5Y | +28.5% | +16.5% | +12.0% | +11.6% |
| All | +28.5% | +16.3% | +12.2% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling