+24.3%
DECK vs DG
-33.8%
+58.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.0% | -1.1% |
| 7D | +6.0% | +6.1% | -0.1% | +4.9% |
| 30D | +7.4% | +11.9% | -4.5% | +5.3% |
| 3M | -11.7% | +9.3% | -20.9% | -13.1% |
| 6M | -11.0% | +19.1% | -30.1% | -13.7% |
| YTD | -15.4% | +5.9% | -21.3% | -16.7% |
| 1Y | +7.2% | +39.8% | -32.6% | +1.6% |
| 3Y | -11.8% | +23.4% | -35.2% | -16.9% |
| 5Y | +24.3% | -33.3% | +57.6% | +42.2% |
| All | +24.3% | -33.8% | +58.1% | +42.2% |
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