+888.8%
DECK vs DD
+85.9%
+802.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.3% | +0.3% |
| 7D | +6.0% | +3.1% | +2.9% | +4.1% |
| 30D | +7.4% | +8.7% | -1.3% | +2.7% |
| 3M | -11.7% | -1.2% | -10.4% | -11.6% |
| 6M | -11.0% | -1.1% | -9.9% | -11.4% |
| YTD | -15.4% | +21.7% | -37.0% | -24.7% |
| 1Y | +7.2% | +24.0% | -16.8% | -5.5% |
| 3Y | -11.8% | +75.6% | -87.5% | -36.3% |
| 5Y | +24.3% | +58.2% | -33.8% | -6.8% |
| All | +888.8% | +85.9% | +802.9% | +477.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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