+877.2%
DECK vs DRI
+367.2%
+510.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.7% |
| 7D | +5.8% | +2.8% | +2.9% | +4.4% |
| 30D | +7.9% | +13.3% | -5.4% | +1.7% |
| 3M | -11.4% | +8.2% | -19.6% | -14.9% |
| 6M | -16.6% | +17.5% | -34.1% | -23.1% |
| YTD | -16.4% | +26.9% | -43.3% | -26.3% |
| 1Y | +8.6% | +31.6% | -22.9% | -6.1% |
| 3Y | -15.1% | +67.0% | -82.1% | -36.0% |
| 5Y | +22.9% | +72.9% | -50.0% | -9.6% |
| All | +877.2% | +367.2% | +510.0% | +262.2% |
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