+26.1%
DECK vs COO
-38.8%
+64.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.0% | +2.3% |
| 7D | -2.2% | -2.2% | 0.0% | -1.2% |
| 30D | -13.6% | -7.0% | -6.6% | -10.5% |
| 3M | -21.2% | +12.2% | -33.5% | -25.7% |
| 6M | -21.1% | -15.1% | -6.0% | -14.8% |
| YTD | -17.2% | -15.1% | -2.1% | -10.7% |
| 1Y | -30.7% | +2.3% | -33.1% | -31.6% |
| 3Y | -3.4% | -23.7% | +20.3% | +5.8% |
| All | +26.1% | -38.8% | +64.8% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling