-1.8%
DECK vs DG
+9.1%
-10.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.4% |
| 7D | -2.2% | +8.4% | -10.6% | -3.2% |
| 30D | -13.6% | +4.9% | -18.5% | -14.1% |
| 3M | -21.2% | +29.3% | -50.6% | -23.2% |
| 6M | -21.1% | -11.3% | -9.8% | -21.2% |
| YTD | -17.2% | +1.8% | -19.0% | -17.9% |
| 1Y | -30.7% | +25.3% | -56.1% | -32.1% |
| All | -1.8% | +9.1% | -10.8% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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