+27.5%
DECK vs DGX
+100.4%
-72.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +6.8% | +4.6% | +2.2% | +5.7% |
| 30D | +8.3% | +11.9% | -3.6% | +5.7% |
| 3M | -7.9% | +9.2% | -17.0% | -9.7% |
| 6M | -10.6% | +39.0% | -49.6% | -17.3% |
| YTD | -13.4% | +51.4% | -64.8% | -21.5% |
| 1Y | +12.5% | +42.6% | -30.1% | +3.3% |
| 3Y | -14.9% | +105.9% | -120.8% | -31.0% |
| 5Y | +27.5% | +96.6% | -69.1% | -3.3% |
| All | +27.5% | +100.4% | -72.9% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling