+741.1%
DECK vs ACWI
+228.2%
+512.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.2% | +0.5% | -2.7% | -2.8% |
| 30D | -13.6% | +0.9% | -14.5% | -14.5% |
| 3M | -21.2% | +2.4% | -23.6% | -23.8% |
| 6M | -21.1% | +12.4% | -33.5% | -31.8% |
| YTD | -17.2% | +15.2% | -32.4% | -30.7% |
| 1Y | -30.7% | +22.7% | -53.5% | -46.5% |
| 3Y | -3.4% | +75.8% | -79.1% | -50.9% |
| 5Y | +25.5% | +67.7% | -42.2% | -31.3% |
| All | +741.1% | +228.2% | +512.9% | +126.0% |
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