+6,920.8%
DECK vs COO
+25,269.6%
-18,348.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.0% | +1.8% |
| 7D | -2.2% | -2.2% | 0.0% | -1.8% |
| 30D | -13.6% | -7.0% | -6.6% | -12.4% |
| 3M | -21.2% | +12.2% | -33.5% | -22.9% |
| 6M | -21.1% | -15.1% | -6.0% | -18.7% |
| YTD | -17.2% | -15.1% | -2.1% | -14.7% |
| 1Y | -30.7% | +2.3% | -33.1% | -31.0% |
| 3Y | -3.4% | -23.7% | +20.3% | +0.6% |
| 5Y | +25.5% | -38.9% | +64.5% | +35.3% |
| 10Y | +714.7% | +49.9% | +664.7% | +666.8% |
| All | +6,920.8% | +25,269.6% | -18,348.8% | +4,137.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling