+888.8%
DECK vs COO
+43.8%
+845.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -0.8% |
| 7D | +6.0% | +5.3% | +0.8% | +3.5% |
| 30D | +7.4% | +12.5% | -5.1% | +1.4% |
| 3M | -11.7% | -15.1% | +3.5% | -5.0% |
| 6M | -11.0% | +3.7% | -14.6% | -13.7% |
| YTD | -15.4% | -22.5% | +7.1% | -5.1% |
| 1Y | +7.2% | -7.8% | +15.0% | +10.1% |
| 3Y | -11.8% | -24.1% | +12.3% | -3.9% |
| 5Y | +24.3% | -40.1% | +64.4% | +50.5% |
| All | +888.8% | +43.8% | +845.0% | +873.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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