-8.7%
DECK vs ADVB
-65.8%
+57.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -4.5% | +10.5% | +5.8% |
| 7D | +10.4% | -29.5% | +39.9% | +9.5% |
| 30D | +11.1% | -66.9% | +78.0% | +8.2% |
| 3M | -10.8% | -73.7% | +62.9% | -13.5% |
| 6M | -8.7% | -64.8% | +56.0% | -9.5% |
| All | -8.7% | -65.8% | +57.1% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 6mo: compounded portfolio wealth divided by compounded ADVB 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…
6mo analysis · Full analysis span regression · 6 months rolling