+266.6%
DECK vs ALC
+36.0%
+230.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +6.8% | -0.9% | +2.5% |
| 7D | +10.4% | +10.7% | -0.3% | +4.9% |
| 30D | +11.1% | +20.2% | -9.1% | +1.2% |
| 3M | -10.8% | +8.9% | -19.7% | -14.8% |
| 6M | -8.7% | +5.7% | -14.5% | -12.5% |
| YTD | -14.0% | -1.4% | -12.6% | -14.5% |
| 1Y | +12.0% | +4.7% | +7.3% | +7.8% |
| 3Y | -10.5% | +5.2% | -15.7% | -16.0% |
| 5Y | +28.5% | -8.3% | +36.8% | +28.3% |
| All | +266.6% | +36.0% | +230.6% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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