+741.1%
DECK vs ALLY
+191.1%
+550.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.4% |
| 7D | -2.2% | +3.7% | -5.9% | -3.8% |
| 30D | -13.6% | -2.3% | -11.3% | -12.8% |
| 3M | -21.2% | +3.8% | -25.1% | -22.7% |
| 6M | -21.1% | +9.7% | -30.8% | -24.4% |
| YTD | -17.2% | -1.4% | -15.8% | -17.3% |
| 1Y | -30.7% | +8.2% | -39.0% | -33.9% |
| 3Y | -3.4% | +66.5% | -69.8% | -25.7% |
| 5Y | +25.5% | +1.2% | +24.3% | +15.8% |
| All | +741.1% | +191.1% | +550.0% | +314.0% |
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