+24.3%
DECK vs AU
+448.0%
-423.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.6% |
| 7D | +6.0% | +4.1% | +1.9% | +5.9% |
| 30D | +7.4% | -5.3% | +12.8% | +7.5% |
| 3M | -11.7% | +0.6% | -12.2% | -11.8% |
| 6M | -11.0% | -0.8% | -10.2% | -11.1% |
| YTD | -15.4% | +7.6% | -22.9% | -15.8% |
| 1Y | +7.2% | +38.2% | -31.0% | +6.3% |
| 3Y | -11.8% | +417.9% | -429.7% | -16.2% |
| 5Y | +24.3% | +441.9% | -417.5% | +11.6% |
| All | +24.3% | +448.0% | -423.6% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling