+6,920.8%
DECK vs ALK
+1,260.0%
+5,660.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | 0.0% | +1.1% |
| 7D | -2.2% | -0.7% | -1.6% | -2.0% |
| 30D | -13.6% | -19.2% | +5.6% | -8.1% |
| 3M | -21.2% | -1.5% | -19.7% | -21.7% |
| 6M | -21.1% | -13.1% | -8.0% | -19.0% |
| YTD | -17.2% | -16.4% | -0.8% | -14.8% |
| 1Y | -30.7% | -33.1% | +2.3% | -23.9% |
| 3Y | -3.4% | +0.6% | -4.0% | -8.9% |
| 5Y | +25.5% | -26.4% | +51.9% | +28.1% |
| 10Y | +714.7% | -34.2% | +748.8% | +686.6% |
| All | +6,920.8% | +1,260.0% | +5,660.8% | +2,356.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling