-35.0%
DECK vs ADVB
-88.3%
+53.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.5% |
| 7D | -2.2% | -3.8% | +1.5% | -2.2% |
| 30D | -13.6% | +17.6% | -31.2% | -13.4% |
| 3M | -21.2% | +119.1% | -140.4% | -21.8% |
| 6M | -21.1% | +103.4% | -124.5% | -21.9% |
| YTD | -17.2% | +59.8% | -77.1% | -17.4% |
| 1Y | -30.7% | +8.5% | -39.3% | -30.8% |
| All | -35.0% | -88.3% | +53.4% | -23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling