+6,920.8%
DECK vs IDXX
+17,205.2%
-10,284.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.3% |
| 7D | -2.2% | -3.5% | +1.3% | -1.4% |
| 30D | -13.6% | -8.4% | -5.1% | -11.7% |
| 3M | -21.2% | -5.2% | -16.0% | -20.1% |
| 6M | -21.1% | -17.5% | -3.6% | -17.3% |
| YTD | -17.2% | -20.9% | +3.6% | -12.5% |
| 1Y | -30.7% | -16.4% | -14.3% | -28.1% |
| 3Y | -3.4% | +4.7% | -8.1% | -6.8% |
| 5Y | +25.5% | -22.2% | +47.8% | +28.3% |
| 10Y | +714.7% | +369.3% | +345.4% | +461.4% |
| All | +6,920.8% | +17,205.2% | -10,284.4% | +2,771.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling