+1,491.2%
DECK vs DG
+606.1%
+885.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.1% |
| 7D | -2.2% | +8.4% | -10.6% | -4.6% |
| 30D | -13.6% | +4.9% | -18.5% | -14.9% |
| 3M | -21.2% | +29.3% | -50.6% | -27.0% |
| 6M | -21.1% | -11.3% | -9.8% | -18.7% |
| YTD | -17.2% | +1.8% | -19.0% | -18.2% |
| 1Y | -30.7% | +25.3% | -56.1% | -35.9% |
| 3Y | -3.4% | +9.1% | -12.4% | -12.3% |
| 5Y | +25.5% | -34.9% | +60.4% | +35.5% |
| 10Y | +714.7% | +108.2% | +606.5% | +452.7% |
| All | +1,491.2% | +606.1% | +885.1% | +498.8% |
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