+726.4%
DECK vs DTE
+151.2%
+575.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.2% |
| 7D | -3.7% | +3.2% | -6.9% | -4.8% |
| 30D | +0.6% | +8.5% | -7.9% | -2.5% |
| 3M | -7.3% | +1.3% | -8.6% | -7.8% |
| 6M | -10.9% | -0.7% | -10.2% | -10.8% |
| YTD | -18.5% | +10.6% | -29.1% | -21.9% |
| 1Y | +0.2% | +2.6% | -2.5% | -1.3% |
| 3Y | -19.8% | +56.5% | -76.4% | -35.5% |
| 5Y | +18.7% | +46.7% | -28.0% | -4.3% |
| All | +726.4% | +151.2% | +575.3% | +491.2% |
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