+726.4%
DECK vs IDXX
+535.1%
+191.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.1% |
| 7D | -3.7% | +4.1% | -7.7% | -5.2% |
| 30D | +0.6% | +34.2% | -33.5% | -11.6% |
| 3M | -7.3% | +22.3% | -29.6% | -15.4% |
| 6M | -10.9% | +30.7% | -41.7% | -20.9% |
| YTD | -18.5% | +3.2% | -21.6% | -20.6% |
| 1Y | +0.2% | -2.2% | +2.3% | -0.7% |
| 3Y | -19.8% | +62.8% | -82.7% | -39.3% |
| 5Y | +18.7% | +11.1% | +7.6% | +2.5% |
| All | +726.4% | +535.1% | +191.3% | +414.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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