+23.5%
DECK vs IDXX
-23.7%
+47.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.8% | -0.9% | -2.5% |
| 7D | -2.3% | -4.6% | +2.2% | -0.4% |
| 30D | -15.2% | -11.3% | -3.9% | -10.7% |
| 3M | -24.7% | -7.3% | -17.4% | -22.2% |
| 6M | -20.8% | -14.5% | -6.3% | -15.5% |
| YTD | -20.3% | -23.1% | +2.8% | -11.6% |
| 1Y | -29.5% | -20.3% | -9.2% | -23.7% |
| 3Y | -6.0% | +11.7% | -17.7% | -17.6% |
| 5Y | +23.5% | -24.4% | +47.9% | +29.4% |
| All | +23.5% | -23.7% | +47.2% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling