-13.8%
DECK vs ITOT
+77.8%
-91.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.8% | +1.0% |
| 7D | +6.4% | +0.2% | +6.2% | +5.9% |
| 30D | +9.1% | -3.0% | +12.1% | +13.5% |
| 3M | -7.2% | -2.7% | -4.5% | -3.8% |
| 6M | -9.9% | +2.6% | -12.6% | -13.4% |
| YTD | -12.8% | +11.5% | -24.2% | -25.2% |
| 1Y | +10.6% | +13.5% | -2.9% | -7.8% |
| 3Y | -13.8% | +79.7% | -93.5% | -55.8% |
| All | -13.8% | +77.8% | -91.6% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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