+888.8%
DECK vs DRI
+371.9%
+516.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.1% |
| 7D | +6.0% | +3.7% | +2.3% | +4.2% |
| 30D | +7.4% | +13.5% | -6.0% | +1.2% |
| 3M | -11.7% | +10.4% | -22.0% | -16.0% |
| 6M | -11.0% | +19.5% | -30.4% | -18.6% |
| YTD | -15.4% | +28.2% | -43.6% | -25.8% |
| 1Y | +7.2% | +31.0% | -23.8% | -7.1% |
| 3Y | -11.8% | +67.1% | -78.9% | -33.5% |
| 5Y | +24.3% | +74.7% | -50.3% | -9.0% |
| All | +888.8% | +371.9% | +516.9% | +264.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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