+923.3%
DECK vs ACWI
+235.6%
+687.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.7% | +4.3% | +3.9% |
| 7D | +10.4% | -0.5% | +10.8% | +11.0% |
| 30D | +11.1% | -1.6% | +12.7% | +13.4% |
| 3M | -10.8% | -1.3% | -9.4% | -9.2% |
| 6M | -8.7% | +5.8% | -14.6% | -15.2% |
| YTD | -14.0% | +12.7% | -26.8% | -26.1% |
| 1Y | +12.0% | +15.0% | -3.0% | -6.1% |
| 3Y | -10.5% | +77.5% | -88.0% | -54.9% |
| 5Y | +28.5% | +61.9% | -33.4% | -26.5% |
| 10Y | +923.3% | +236.1% | +687.1% | +208.5% |
| All | +923.3% | +235.6% | +687.7% | +208.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling