+741.1%
DECK vs ALLE
+144.1%
+597.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.5% | +1.0% |
| 7D | -2.2% | -0.2% | -2.0% | -2.1% |
| 30D | -13.6% | -6.8% | -6.8% | -10.3% |
| 3M | -21.2% | +21.0% | -42.3% | -29.6% |
| 6M | -21.1% | +1.1% | -22.2% | -22.3% |
| YTD | -17.2% | -0.5% | -16.7% | -18.2% |
| 1Y | -30.7% | -7.3% | -23.5% | -28.7% |
| 3Y | -3.4% | +42.3% | -45.6% | -22.2% |
| 5Y | +25.5% | +13.5% | +12.1% | +11.4% |
| All | +741.1% | +144.1% | +597.0% | +406.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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