+6,920.8%
DECK vs DD
+979.7%
+5,941.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -2.2% | -3.5% | +1.3% | -0.9% |
| 30D | -13.6% | -10.3% | -3.3% | -9.9% |
| 3M | -21.2% | -7.5% | -13.7% | -19.0% |
| 6M | -21.1% | -8.0% | -13.1% | -18.9% |
| YTD | -17.2% | +10.5% | -27.7% | -21.1% |
| 1Y | -30.7% | +38.3% | -69.0% | -39.7% |
| 3Y | -3.4% | +42.5% | -45.8% | -17.9% |
| 5Y | +25.5% | +60.2% | -34.6% | +1.4% |
| 10Y | +714.7% | +68.9% | +645.8% | +511.2% |
| All | +6,920.8% | +979.7% | +5,941.1% | +3,712.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling