+6,920.8%
DECK vs DTE
+2,030.4%
+4,890.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -2.2% | +0.2% | -2.4% | -2.3% |
| 30D | -13.6% | -2.6% | -11.0% | -12.9% |
| 3M | -21.2% | -3.9% | -17.3% | -20.3% |
| 6M | -21.1% | -7.9% | -13.2% | -18.9% |
| YTD | -17.2% | +7.2% | -24.4% | -19.5% |
| 1Y | -30.7% | +3.1% | -33.8% | -31.8% |
| 3Y | -3.4% | +47.6% | -50.9% | -17.9% |
| 5Y | +25.5% | +32.7% | -7.2% | +9.4% |
| 10Y | +714.7% | +138.8% | +575.9% | +460.5% |
| All | +6,920.8% | +2,030.4% | +4,890.4% | +2,734.5% |
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