+877.2%
DECK vs DGX
+278.6%
+598.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +5.8% | +1.5% | +4.2% | +5.1% |
| 30D | +7.9% | +12.6% | -4.7% | +2.9% |
| 3M | -11.4% | +7.6% | -19.0% | -14.1% |
| 6M | -16.6% | +36.2% | -52.8% | -27.1% |
| YTD | -16.4% | +49.8% | -66.1% | -30.1% |
| 1Y | +8.6% | +47.3% | -38.6% | -8.7% |
| 3Y | -15.1% | +102.1% | -117.2% | -40.4% |
| 5Y | +22.9% | +100.3% | -77.4% | -15.5% |
| All | +877.2% | +278.6% | +598.6% | +384.7% |
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