-12.8%
DECK vs DD
+83.1%
-95.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.8% | +7.7% | +6.7% |
| 7D | +10.4% | +8.7% | +1.7% | +6.0% |
| 30D | +11.1% | +15.3% | -4.2% | +3.8% |
| 3M | -10.8% | +5.9% | -16.7% | -13.5% |
| 6M | -8.7% | +11.6% | -20.3% | -14.2% |
| YTD | -14.0% | +26.5% | -40.6% | -24.6% |
| 1Y | +12.0% | +35.4% | -23.4% | -5.0% |
| All | -12.8% | +83.1% | -95.8% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling