-12.8%
DECK vs AU
+420.1%
-432.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +8.0% | -2.0% | +5.7% |
| 7D | +10.4% | +0.8% | +9.6% | +10.3% |
| 30D | +11.1% | -7.0% | +18.0% | +11.2% |
| 3M | -10.8% | +8.5% | -19.3% | -11.1% |
| 6M | -8.7% | -1.3% | -7.5% | -8.9% |
| YTD | -14.0% | +6.8% | -20.8% | -14.5% |
| 1Y | +12.0% | +44.6% | -32.6% | +11.0% |
| All | -12.8% | +420.1% | -432.9% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 3y: compounded portfolio wealth divided by compounded AU 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…
3y analysis · Full analysis span regression · 6 months rolling