+7.2%
DECK vs DD
+29.1%
-21.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.3% | -0.3% |
| 7D | +6.0% | +3.1% | +2.9% | +4.6% |
| 30D | +7.4% | +8.7% | -1.3% | +3.9% |
| 3M | -11.7% | -1.2% | -10.4% | -11.4% |
| 6M | -11.0% | -1.1% | -9.9% | -11.1% |
| YTD | -15.4% | +21.7% | -37.0% | -25.0% |
| 1Y | +7.2% | +24.0% | -16.8% | -7.1% |
| All | +7.2% | +29.1% | -21.8% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling