+877.2%
DECK vs DTE
+136.1%
+741.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | +5.8% | -0.3% | +6.1% | +5.9% |
| 30D | +7.9% | +6.2% | +1.7% | +5.5% |
| 3M | -11.4% | -2.6% | -8.8% | -10.6% |
| 6M | -16.6% | -3.5% | -13.0% | -15.6% |
| YTD | -16.4% | +7.4% | -23.7% | -18.9% |
| 1Y | +8.6% | +4.2% | +4.4% | +6.4% |
| 3Y | -15.1% | +51.7% | -66.8% | -30.7% |
| 5Y | +22.9% | +39.7% | -16.8% | +1.5% |
| All | +877.2% | +136.1% | +741.1% | +626.0% |
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