+26.1%
DECK vs COMP
-31.2%
+57.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.5% |
| 7D | -2.2% | +1.4% | -3.6% | -2.5% |
| 30D | -13.6% | -13.3% | -0.3% | -11.7% |
| 3M | -21.2% | +41.1% | -62.4% | -25.8% |
| 6M | -21.1% | +17.2% | -38.3% | -24.2% |
| YTD | -17.2% | +5.2% | -22.4% | -19.8% |
| 1Y | -30.7% | +18.9% | -49.7% | -34.6% |
| 3Y | -3.4% | +215.9% | -219.3% | -25.3% |
| All | +26.1% | -31.2% | +57.3% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling