+26.1%
DECK vs DOC
-24.5%
+50.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.2% |
| 7D | -2.2% | -1.5% | -0.7% | -1.7% |
| 30D | -13.6% | -4.8% | -8.8% | -12.1% |
| 3M | -21.2% | +6.9% | -28.1% | -23.1% |
| 6M | -21.1% | +20.7% | -41.8% | -26.3% |
| YTD | -17.2% | +34.1% | -51.4% | -25.6% |
| 1Y | -30.7% | +22.6% | -53.4% | -35.9% |
| 3Y | -3.4% | +20.8% | -24.2% | -10.4% |
| All | +26.1% | -24.5% | +50.6% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling