-14.8%
DECK vs IRE
-98.0%
+83.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -33.9% | +32.4% | -1.8% |
| 7D | +6.0% | -57.1% | +63.2% | +5.5% |
| 30D | +7.4% | -84.4% | +91.9% | +6.4% |
| 3M | -11.7% | -85.0% | +73.3% | -12.4% |
| 6M | -11.0% | -95.2% | +84.3% | -10.7% |
| YTD | -15.4% | -93.9% | +78.6% | -16.2% |
| 1Y | +7.2% | -98.8% | +106.1% | +3.5% |
| All | -14.8% | -98.0% | +83.2% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 3y: compounded portfolio wealth divided by compounded IRE 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…
3y analysis · Full analysis span regression · 6 months rolling