+923.3%
DECK vs DOC
+19.9%
+903.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.1% | +2.9% | +4.7% |
| 7D | +10.4% | +8.7% | +1.6% | +6.9% |
| 30D | +11.1% | +7.6% | +3.5% | +7.9% |
| 3M | -10.8% | -5.3% | -5.5% | -9.0% |
| 6M | -8.7% | +27.6% | -36.3% | -17.5% |
| YTD | -14.0% | +32.4% | -46.4% | -23.6% |
| 1Y | +12.0% | +22.9% | -10.8% | +2.4% |
| 3Y | -10.5% | +43.1% | -53.6% | -24.9% |
| 5Y | +28.5% | -21.4% | +49.9% | +37.5% |
| 10Y | +923.3% | +16.8% | +906.4% | +848.1% |
| All | +923.3% | +19.9% | +903.4% | +848.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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