+888.8%
DECK vs ALLY
+194.4%
+694.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.9% |
| 7D | +6.0% | -1.1% | +7.2% | +6.6% |
| 30D | +7.4% | +4.2% | +3.3% | +5.6% |
| 3M | -11.7% | -12.4% | +0.8% | -6.4% |
| 6M | -11.0% | -8.7% | -2.3% | -7.4% |
| YTD | -15.4% | -11.6% | -3.7% | -11.2% |
| 1Y | +7.2% | +0.2% | +7.1% | +6.4% |
| 3Y | -11.8% | +57.1% | -68.9% | -30.0% |
| 5Y | +24.3% | -6.8% | +31.2% | +19.6% |
| All | +888.8% | +194.4% | +694.4% | +375.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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