+839.4%
DECK vs IT
+88.3%
+751.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.2% |
| 7D | +6.8% | -7.5% | +14.3% | +10.3% |
| 30D | +8.3% | -1.2% | +9.5% | +7.9% |
| 3M | -7.9% | -2.2% | -5.7% | -8.6% |
| 6M | -10.6% | +19.1% | -29.7% | -21.0% |
| YTD | -13.4% | -25.1% | +11.7% | -7.3% |
| 1Y | +12.5% | -17.4% | +29.8% | +14.3% |
| 3Y | -14.9% | -54.1% | +39.2% | +14.2% |
| 5Y | +27.5% | -42.7% | +70.1% | +46.9% |
| 10Y | +839.4% | +88.1% | +751.2% | +454.1% |
| All | +839.4% | +88.3% | +751.1% | +454.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling