+923.3%
DECK vs ALLY
+200.4%
+722.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.8% | +2.2% | +4.3% |
| 7D | +10.4% | +2.4% | +8.0% | +9.3% |
| 30D | +11.1% | +5.6% | +5.5% | +8.5% |
| 3M | -10.8% | -11.7% | +0.9% | -5.8% |
| 6M | -8.7% | -7.0% | -1.7% | -5.9% |
| YTD | -14.0% | -10.4% | -3.6% | -10.3% |
| 1Y | +12.0% | +2.4% | +9.7% | +10.0% |
| 3Y | -10.5% | +59.2% | -69.7% | -29.3% |
| 5Y | +28.5% | -5.0% | +33.5% | +22.5% |
| 10Y | +923.3% | +204.5% | +718.8% | +381.6% |
| All | +923.3% | +200.4% | +722.8% | +381.6% |
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