+877.2%
DECK vs AZO
+337.1%
+540.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | +0.1% |
| 7D | +5.8% | +1.5% | +4.3% | +5.1% |
| 30D | +7.9% | +13.0% | -5.1% | +2.1% |
| 3M | -11.4% | +4.8% | -16.2% | -13.4% |
| 6M | -16.6% | -9.2% | -7.4% | -13.6% |
| YTD | -16.4% | -5.2% | -11.2% | -15.7% |
| 1Y | +8.6% | -12.4% | +21.1% | +13.4% |
| 3Y | -15.1% | +23.4% | -38.5% | -27.6% |
| 5Y | +22.9% | +76.9% | -54.0% | -15.8% |
| All | +877.2% | +337.1% | +540.1% | +323.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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