+839.4%
DECK vs DTE
+146.7%
+692.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +6.8% | +3.5% | +3.3% | +5.4% |
| 30D | +8.3% | +9.5% | -1.2% | +4.6% |
| 3M | -7.9% | +2.5% | -10.4% | -8.8% |
| 6M | -10.6% | +0.6% | -11.1% | -10.9% |
| YTD | -13.4% | +10.5% | -23.9% | -17.0% |
| 1Y | +12.5% | +3.3% | +9.1% | +10.5% |
| 3Y | -14.9% | +56.3% | -71.1% | -31.5% |
| 5Y | +27.5% | +44.9% | -17.5% | +3.4% |
| 10Y | +839.4% | +149.2% | +690.2% | +578.2% |
| All | +839.4% | +146.7% | +692.7% | +578.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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