+55.8%
DECK vs COMP
-47.7%
+103.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.5% |
| 7D | -2.2% | +1.4% | -3.6% | -2.4% |
| 30D | -13.6% | -13.3% | -0.3% | -11.8% |
| 3M | -21.2% | +41.1% | -62.4% | -25.7% |
| 6M | -21.1% | +17.2% | -38.3% | -24.1% |
| YTD | -17.2% | +5.2% | -22.4% | -19.7% |
| 1Y | -30.7% | +18.9% | -49.7% | -34.5% |
| 3Y | -3.4% | +215.9% | -219.3% | -24.6% |
| 5Y | +25.5% | -31.2% | +56.7% | +11.2% |
| All | +55.8% | -47.7% | +103.4% | +41.8% |
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