+24.7%
DECK vs DGX
+90.8%
-66.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +0.1% | +1.6% | -1.4% | -0.2% |
| 30D | +4.8% | +11.2% | -6.4% | +2.5% |
| 3M | -6.9% | +10.4% | -17.3% | -9.0% |
| 6M | -7.6% | +37.1% | -44.7% | -14.1% |
| YTD | -16.3% | +52.1% | -68.4% | -24.1% |
| 1Y | +4.5% | +40.7% | -36.2% | -3.7% |
| 3Y | -17.1% | +107.6% | -124.7% | -32.9% |
| All | +24.7% | +90.8% | -66.1% | -4.1% |
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