+187.3%
DECK vs ACI
+39.5%
+147.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.5% | +2.4% | +5.6% |
| 7D | +10.4% | +4.5% | +5.9% | +9.9% |
| 30D | +11.1% | +20.9% | -9.8% | +8.9% |
| 3M | -10.8% | +15.2% | -26.0% | -12.1% |
| 6M | -8.7% | -13.3% | +4.6% | -8.2% |
| YTD | -14.0% | -16.2% | +2.1% | -13.4% |
| 1Y | +12.0% | -16.9% | +28.9% | +12.9% |
| 3Y | -10.5% | -30.8% | +20.4% | -9.1% |
| 5Y | +28.5% | -39.4% | +67.9% | +29.7% |
| All | +187.3% | +39.5% | +147.7% | +195.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 all: compounded portfolio wealth divided by compounded ACI 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…
all analysis · Full analysis span regression · 6 months rolling