+6,920.8%
DECK vs DOC
+1,004.8%
+5,916.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.3% |
| 7D | -2.2% | -1.5% | -0.7% | -1.7% |
| 30D | -13.6% | -4.8% | -8.8% | -11.9% |
| 3M | -21.2% | +6.9% | -28.1% | -23.4% |
| 6M | -21.1% | +20.7% | -41.8% | -27.3% |
| YTD | -17.2% | +34.1% | -51.4% | -27.1% |
| 1Y | -30.7% | +22.6% | -53.4% | -36.9% |
| 3Y | -3.4% | +20.8% | -24.2% | -13.6% |
| 5Y | +25.5% | -24.9% | +50.4% | +34.9% |
| 10Y | +714.7% | -1.8% | +716.5% | +639.2% |
| All | +6,920.8% | +1,004.8% | +5,916.0% | +3,618.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling