+253.0%
DECK vs ALC
+24.0%
+229.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.7% | +2.7% |
| 7D | -2.2% | -2.1% | -0.1% | -1.2% |
| 30D | -13.6% | -0.1% | -13.5% | -13.6% |
| 3M | -21.2% | +5.9% | -27.1% | -23.6% |
| 6M | -21.1% | -15.9% | -5.2% | -14.6% |
| YTD | -17.2% | -10.1% | -7.1% | -13.6% |
| 1Y | -30.7% | -10.2% | -20.5% | -27.7% |
| 3Y | -3.4% | -13.6% | +10.2% | +0.7% |
| 5Y | +25.5% | -15.1% | +40.7% | +30.5% |
| All | +253.0% | +24.0% | +229.0% | +178.2% |
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