+28.5%
DECK vs DG
-31.1%
+59.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +8.5% | -2.5% | +4.4% |
| 7D | +10.4% | +12.3% | -1.9% | +8.1% |
| 30D | +11.1% | +19.3% | -8.2% | +7.7% |
| 3M | -10.8% | +11.9% | -22.6% | -12.6% |
| 6M | -8.7% | +25.0% | -33.7% | -12.2% |
| YTD | -14.0% | +8.7% | -22.8% | -15.8% |
| 1Y | +12.0% | +44.7% | -32.7% | +5.6% |
| 3Y | -10.5% | +26.6% | -37.1% | -16.0% |
| 5Y | +28.5% | -31.7% | +60.2% | +46.2% |
| All | +28.5% | -31.1% | +59.6% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling