+12.5%
DECK vs DTE
+4.8%
+7.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +6.8% | +3.5% | +3.3% | +5.7% |
| 30D | +8.3% | +9.5% | -1.2% | +5.9% |
| 3M | -7.9% | +2.5% | -10.4% | -8.7% |
| 6M | -10.6% | +0.6% | -11.1% | -10.4% |
| YTD | -13.4% | +10.5% | -23.9% | -12.6% |
| 1Y | +12.5% | +3.3% | +9.1% | +13.3% |
| All | +12.5% | +4.8% | +7.7% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling