+11,565.3%
DECK vs DRI
+8,130.2%
+3,435.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.1% | +0.9% | +4.1% |
| 7D | +10.4% | +6.5% | +3.9% | +7.9% |
| 30D | +11.1% | +16.4% | -5.3% | +5.0% |
| 3M | -10.8% | +13.6% | -24.4% | -15.1% |
| 6M | -8.7% | +22.0% | -30.8% | -15.5% |
| YTD | -14.0% | +29.3% | -43.3% | -22.5% |
| 1Y | +12.0% | +32.0% | -20.0% | +0.2% |
| 3Y | -10.5% | +68.5% | -79.0% | -27.8% |
| 5Y | +28.5% | +86.3% | -57.8% | -0.1% |
| 10Y | +923.3% | +380.2% | +543.1% | +429.7% |
| All | +11,565.3% | +8,130.2% | +3,435.1% | +3,755.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling