+176.6%
DECK vs ACI
+25.9%
+150.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | -2.2% | +0.2% | -2.4% | -2.2% |
| 30D | -13.6% | +5.9% | -19.5% | -14.1% |
| 3M | -21.2% | -19.8% | -1.5% | -20.0% |
| 6M | -21.1% | -24.7% | +3.7% | -19.5% |
| YTD | -17.2% | -24.4% | +7.2% | -15.7% |
| 1Y | -30.7% | -31.5% | +0.7% | -28.9% |
| 3Y | -3.4% | -38.7% | +35.3% | -0.5% |
| 5Y | +25.5% | -42.8% | +68.3% | +27.5% |
| All | +176.6% | +25.9% | +150.7% | +187.4% |
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