-30.5%
DECK vs IDXX
-21.1%
-9.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.5% |
| 7D | -4.2% | -4.4% | +0.2% | -2.5% |
| 30D | -17.7% | -13.5% | -4.1% | -13.1% |
| 3M | -28.7% | -11.0% | -17.7% | -25.7% |
| 6M | -23.1% | -15.6% | -7.5% | -19.6% |
| YTD | -22.6% | -23.9% | +1.2% | -18.3% |
| 1Y | -30.5% | -21.4% | -9.1% | -27.7% |
| All | -30.5% | -21.1% | -9.4% | -27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling