-30.7%
DECK vs AS
-21.9%
-8.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.6% | -2.0% | +0.1% |
| 7D | -2.2% | -4.9% | +2.7% | -0.2% |
| 30D | -13.6% | -19.6% | +6.0% | -5.5% |
| 3M | -21.2% | -14.4% | -6.9% | -16.1% |
| 6M | -21.1% | -20.1% | -1.0% | -15.5% |
| YTD | -17.2% | -20.9% | +3.7% | -11.4% |
| 1Y | -30.7% | -21.9% | -8.9% | -27.3% |
| All | -30.7% | -21.9% | -8.8% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling