+28.5%
DECK vs CAPR
+132.3%
-103.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +8.3% | -2.3% | +5.8% |
| 7D | +10.4% | +43.2% | -32.8% | +9.6% |
| 30D | +11.1% | +14.7% | -3.6% | +10.7% |
| 3M | -10.8% | +113.9% | -124.7% | -12.5% |
| 6M | -8.7% | -73.4% | +64.6% | -7.8% |
| YTD | -14.0% | -69.1% | +55.0% | -13.6% |
| 1Y | +12.0% | +47.2% | -35.2% | +4.0% |
| 3Y | -10.5% | +210.8% | -221.3% | -23.2% |
| 5Y | +28.5% | +134.1% | -105.6% | +1.9% |
| All | +28.5% | +132.3% | -103.8% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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