-1.8%
DECK vs COO
-23.4%
+21.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.0% | +2.2% |
| 7D | -2.2% | -2.2% | 0.0% | -1.3% |
| 30D | -13.6% | -7.0% | -6.6% | -10.8% |
| 3M | -21.2% | +12.2% | -33.5% | -25.0% |
| 6M | -21.1% | -15.1% | -6.0% | -15.7% |
| YTD | -17.2% | -15.1% | -2.1% | -11.6% |
| 1Y | -30.7% | +2.3% | -33.1% | -31.2% |
| All | -1.8% | -23.4% | +21.7% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling