+1,552.4%
DECK vs DG
+654.5%
+897.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +8.5% | -2.5% | +3.4% |
| 7D | +10.4% | +12.3% | -1.9% | +6.6% |
| 30D | +11.1% | +19.3% | -8.2% | +5.3% |
| 3M | -10.8% | +11.9% | -22.6% | -13.9% |
| 6M | -8.7% | +25.0% | -33.7% | -14.8% |
| YTD | -14.0% | +8.7% | -22.8% | -16.8% |
| 1Y | +12.0% | +44.7% | -32.7% | -0.6% |
| 3Y | -10.5% | +26.6% | -37.1% | -22.5% |
| 5Y | +28.5% | -31.7% | +60.2% | +36.8% |
| 10Y | +923.3% | +137.1% | +786.1% | +564.4% |
| All | +1,552.4% | +654.5% | +897.9% | +509.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling