+7,190.8%
DECK vs DTE
+2,072.8%
+5,118.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.4% | +3.5% | +5.1% |
| 7D | +10.4% | +4.2% | +6.1% | +8.8% |
| 30D | +11.1% | +10.0% | +1.1% | +7.5% |
| 3M | -10.8% | -2.1% | -8.7% | -10.2% |
| 6M | -8.7% | -4.7% | -4.1% | -7.4% |
| YTD | -14.0% | +9.3% | -23.4% | -17.0% |
| 1Y | +12.0% | +6.6% | +5.4% | +9.1% |
| 3Y | -10.5% | +52.2% | -62.6% | -24.6% |
| 5Y | +28.5% | +43.1% | -14.6% | +8.9% |
| 10Y | +923.3% | +141.8% | +781.5% | +601.1% |
| All | +7,190.8% | +2,072.8% | +5,118.0% | +2,822.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling