+26.1%
DECK vs DD
+61.3%
-35.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -2.2% | -3.5% | +1.3% | -0.4% |
| 30D | -13.6% | -10.3% | -3.3% | -8.7% |
| 3M | -21.2% | -7.5% | -13.7% | -18.3% |
| 6M | -21.1% | -8.0% | -13.1% | -18.3% |
| YTD | -17.2% | +10.5% | -27.7% | -22.9% |
| 1Y | -30.7% | +38.3% | -69.0% | -43.3% |
| 3Y | -3.4% | +42.5% | -45.8% | -23.7% |
| All | +26.1% | +61.3% | -35.2% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling