-1.8%
DECK vs DGX
+93.3%
-95.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.6% |
| 7D | -2.2% | -2.3% | +0.1% | -2.1% |
| 30D | -13.6% | +0.6% | -14.1% | -13.6% |
| 3M | -21.2% | +21.4% | -42.7% | -21.8% |
| 6M | -21.1% | +14.7% | -35.8% | -21.5% |
| YTD | -17.2% | +38.4% | -55.7% | -17.6% |
| 1Y | -30.7% | +34.0% | -64.7% | -31.2% |
| All | -1.8% | +93.3% | -95.1% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling