-14.1%
DECK vs ALLE
+90.7%
-104.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.3% | -0.2% |
| 7D | +6.0% | 0.0% | +6.0% | +6.1% |
| 30D | +7.4% | +20.6% | -13.1% | -2.2% |
| 3M | -11.7% | +11.4% | -23.1% | -16.3% |
| 6M | -11.0% | +42.5% | -53.5% | -26.3% |
| YTD | -15.4% | +18.9% | -34.3% | -23.7% |
| 1Y | +7.2% | +14.2% | -6.9% | -1.0% |
| All | -14.1% | +90.7% | -104.8% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling