+887.0%
DECK vs IDXX
+558.3%
+328.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.5% | -0.2% | +2.5% |
| 7D | +6.4% | +5.2% | +1.2% | +4.3% |
| 30D | +9.1% | +36.4% | -27.3% | -4.7% |
| 3M | -7.2% | +20.5% | -27.7% | -14.7% |
| 6M | -9.9% | +26.2% | -36.1% | -18.8% |
| YTD | -12.8% | +4.5% | -17.2% | -15.5% |
| 1Y | +10.6% | -0.3% | +10.8% | +8.8% |
| 3Y | -13.8% | +68.8% | -82.6% | -35.7% |
| 5Y | +27.6% | +12.3% | +15.3% | +9.7% |
| 10Y | +887.0% | +547.6% | +339.4% | +519.1% |
| All | +887.0% | +558.3% | +328.8% | +519.1% |
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