+28.5%
DECK vs ALLE
+58.3%
-29.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.8% | +4.2% | +5.0% |
| 7D | +10.4% | +6.7% | +3.7% | +6.6% |
| 30D | +11.1% | +25.4% | -14.3% | -2.3% |
| 3M | -10.8% | +16.9% | -27.7% | -18.5% |
| 6M | -8.7% | +46.6% | -55.3% | -27.3% |
| YTD | -14.0% | +22.4% | -36.5% | -24.6% |
| 1Y | +12.0% | +17.7% | -5.7% | +0.5% |
| 3Y | -10.5% | +96.3% | -106.8% | -41.4% |
| 5Y | +28.5% | +57.4% | -28.9% | -5.9% |
| All | +28.5% | +58.3% | -29.8% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling