-14.1%
DECK vs ALC
+4.5%
-18.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -1.1% |
| 7D | +6.0% | +7.6% | -1.6% | +2.8% |
| 30D | +7.4% | +21.1% | -13.7% | -0.8% |
| 3M | -11.7% | +8.5% | -20.1% | -14.7% |
| 6M | -11.0% | +2.8% | -13.8% | -12.9% |
| YTD | -15.4% | -2.4% | -13.0% | -15.3% |
| 1Y | +7.2% | +3.5% | +3.8% | +4.5% |
| All | -14.1% | +4.5% | -18.6% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling