-1.8%
DECK vs DTE
+47.8%
-49.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.6% |
| 7D | -2.2% | +0.2% | -2.4% | -2.2% |
| 30D | -13.6% | -2.6% | -11.0% | -13.5% |
| 3M | -21.2% | -3.9% | -17.3% | -21.0% |
| 6M | -21.1% | -7.9% | -13.2% | -20.8% |
| YTD | -17.2% | +7.2% | -24.4% | -16.7% |
| 1Y | -30.7% | +3.1% | -33.8% | -30.4% |
| All | -1.8% | +47.8% | -49.6% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling