-1.8%
DECK vs DOC
+20.8%
-22.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.1% |
| 7D | -2.2% | -1.5% | -0.7% | -1.8% |
| 30D | -13.6% | -4.8% | -8.8% | -12.4% |
| 3M | -21.2% | +6.9% | -28.1% | -22.6% |
| 6M | -21.1% | +20.7% | -41.8% | -25.1% |
| YTD | -17.2% | +34.1% | -51.4% | -23.4% |
| 1Y | -30.7% | +22.6% | -53.4% | -34.6% |
| All | -1.8% | +20.8% | -22.5% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling