+28.5%
DECK vs COMP
-21.4%
+49.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +7.7% | -1.8% | +4.7% |
| 7D | +10.4% | +9.5% | +0.9% | +8.8% |
| 30D | +11.1% | +8.1% | +3.0% | +9.6% |
| 3M | -10.8% | -16.3% | +5.6% | -8.6% |
| 6M | -8.7% | +42.2% | -51.0% | -14.7% |
| YTD | -14.0% | -5.0% | -9.0% | -15.5% |
| 1Y | +12.0% | +20.1% | -8.1% | +6.0% |
| 3Y | -10.5% | +358.4% | -368.9% | -34.4% |
| 5Y | +28.5% | -21.9% | +50.4% | +22.2% |
| All | +28.5% | -21.4% | +49.9% | +22.2% |
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