-8.7%
DECK vs AR
-4.3%
-4.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -6.3% | +12.2% | +4.0% |
| 7D | +10.4% | -11.1% | +21.5% | +6.8% |
| 30D | +11.1% | +7.9% | +3.2% | +13.1% |
| 3M | -10.8% | +4.9% | -15.6% | -9.6% |
| 6M | -8.7% | -5.3% | -3.4% | -14.9% |
| All | -8.7% | -4.3% | -4.4% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 6mo: compounded portfolio wealth divided by compounded AR 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…
6mo analysis · Full analysis span regression · 6 months rolling