+923.3%
DECK vs ALK
-38.7%
+962.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +8.8% | -2.8% | +2.6% |
| 7D | +10.4% | +12.4% | -2.1% | +5.5% |
| 30D | +11.1% | +2.1% | +9.0% | +9.9% |
| 3M | -10.8% | -23.9% | +13.1% | -1.7% |
| 6M | -8.7% | +8.2% | -17.0% | -13.1% |
| YTD | -14.0% | -20.5% | +6.4% | -9.9% |
| 1Y | +12.0% | -1.0% | +13.1% | +7.5% |
| 3Y | -10.5% | +19.2% | -29.6% | -23.5% |
| 5Y | +28.5% | -28.2% | +56.7% | +31.2% |
| 10Y | +923.3% | -39.2% | +962.4% | +788.8% |
| All | +923.3% | -38.7% | +962.0% | +788.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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