-1.8%
DECK vs DRI
+53.9%
-55.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -2.2% | +0.6% | -2.8% | -2.5% |
| 30D | -13.6% | +3.8% | -17.4% | -15.0% |
| 3M | -21.2% | +13.0% | -34.3% | -25.1% |
| 6M | -21.1% | +8.3% | -29.4% | -23.8% |
| YTD | -17.2% | +20.6% | -37.8% | -23.9% |
| 1Y | -30.7% | +6.5% | -37.2% | -33.2% |
| All | -1.8% | +53.9% | -55.6% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling