+6,994.5%
DECK vs IDXX
+21,751.8%
-14,757.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | +5.8% | +22.6% | -16.9% | +0.1% |
| 30D | +7.9% | +33.4% | -25.6% | 0.0% |
| 3M | -11.4% | +14.6% | -26.0% | -14.7% |
| 6M | -16.6% | +16.7% | -33.3% | -20.0% |
| YTD | -16.4% | -0.1% | -16.3% | -16.9% |
| 1Y | +8.6% | -5.3% | +13.9% | +9.2% |
| 3Y | -15.1% | +59.8% | -74.9% | -26.4% |
| 5Y | +22.9% | +6.1% | +16.8% | +16.0% |
| 10Y | +895.7% | +536.5% | +359.2% | +535.4% |
| All | +6,994.5% | +21,751.8% | -14,757.3% | +2,626.3% |
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