+2,336.6%
DECK vs CAPR
-99.1%
+2,435.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.5% |
| 7D | -2.2% | -2.0% | -0.2% | -2.2% |
| 30D | -13.6% | +139.2% | -152.8% | -14.8% |
| 3M | -21.2% | -66.4% | +45.1% | -20.9% |
| 6M | -21.1% | -63.1% | +42.1% | -20.9% |
| YTD | -17.2% | -67.4% | +50.2% | -16.9% |
| 1Y | -30.7% | +58.2% | -89.0% | -34.0% |
| 3Y | -3.4% | +42.2% | -45.6% | -8.9% |
| 5Y | +25.5% | +87.3% | -61.7% | +17.3% |
| 10Y | +714.7% | -75.3% | +789.9% | +639.9% |
| All | +2,336.6% | -99.1% | +2,435.7% | +2,221.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling