+26.1%
DECK vs AZO
+95.0%
-68.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.4% |
| 7D | -2.2% | +0.7% | -2.9% | -2.4% |
| 30D | -13.6% | -2.7% | -10.9% | -12.9% |
| 3M | -21.2% | -3.2% | -18.0% | -20.6% |
| 6M | -21.1% | -19.7% | -1.3% | -15.9% |
| YTD | -17.2% | -12.0% | -5.2% | -14.6% |
| 1Y | -30.7% | -29.5% | -1.2% | -23.1% |
| 3Y | -3.4% | +17.3% | -20.7% | -14.2% |
| All | +26.1% | +95.0% | -68.9% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling