+887.0%
DECK vs DGX
+284.1%
+603.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +3.6% |
| 7D | +6.4% | +3.5% | +2.9% | +4.9% |
| 30D | +9.1% | +12.4% | -3.3% | +4.0% |
| 3M | -7.2% | +9.3% | -16.6% | -10.7% |
| 6M | -9.9% | +39.7% | -49.6% | -22.2% |
| YTD | -12.8% | +52.2% | -64.9% | -27.6% |
| 1Y | +10.6% | +47.1% | -36.5% | -7.1% |
| 3Y | -13.8% | +108.8% | -122.6% | -40.6% |
| 5Y | +27.6% | +101.4% | -73.8% | -12.6% |
| 10Y | +887.0% | +293.1% | +594.0% | +350.9% |
| All | +887.0% | +284.1% | +603.0% | +350.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling