+9,121.4%
DECK vs DAR
+1,762.6%
+7,358.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.4% | +1.6% |
| 7D | -2.2% | +1.4% | -3.6% | -2.4% |
| 30D | -13.6% | +12.8% | -26.4% | -14.7% |
| 3M | -21.2% | +7.4% | -28.6% | -22.0% |
| 6M | -21.1% | +22.3% | -43.3% | -23.0% |
| YTD | -17.2% | +81.1% | -98.3% | -22.3% |
| 1Y | -30.7% | +106.5% | -137.2% | -35.9% |
| 3Y | -3.4% | +5.3% | -8.7% | -5.7% |
| 5Y | +25.5% | -11.5% | +37.1% | +23.7% |
| 10Y | +714.7% | +353.3% | +361.3% | +599.3% |
| All | +9,121.4% | +1,762.6% | +7,358.8% | +6,644.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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