+59.3%
DECK vs COMP
-56.6%
+115.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.2% | +6.6% | -0.3% |
| 7D | +6.0% | -1.8% | +7.8% | +6.3% |
| 30D | +7.4% | -0.8% | +8.2% | +7.4% |
| 3M | -11.7% | -28.1% | +16.5% | -7.4% |
| 6M | -11.0% | +27.0% | -38.0% | -15.2% |
| YTD | -15.4% | -12.8% | -2.6% | -15.7% |
| 1Y | +7.2% | +4.9% | +2.4% | +3.7% |
| 3Y | -11.8% | +321.0% | -332.8% | -34.0% |
| 5Y | +24.3% | -25.6% | +49.9% | +12.1% |
| All | +59.3% | -56.6% | +115.9% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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