+888.8%
DECK vs IT
+109.0%
+779.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | +0.3% |
| 7D | +6.0% | -12.0% | +18.0% | +11.3% |
| 30D | +7.4% | +7.1% | +0.3% | +3.5% |
| 3M | -11.7% | +6.3% | -17.9% | -15.4% |
| 6M | -11.0% | +32.5% | -43.5% | -25.1% |
| YTD | -15.4% | -21.5% | +6.1% | -11.1% |
| 1Y | +7.2% | -16.5% | +23.7% | +8.9% |
| 3Y | -11.8% | -48.8% | +36.9% | +12.0% |
| 5Y | +24.3% | -40.2% | +64.6% | +40.9% |
| All | +888.8% | +109.0% | +779.8% | +458.2% |
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