-14.1%
DECK vs ITOT
+73.5%
-87.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.8% | +4.2% |
| 7D | +6.0% | -4.8% | +10.8% | +12.9% |
| 30D | +7.4% | -5.9% | +13.3% | +16.2% |
| 3M | -11.7% | -4.9% | -6.7% | -5.7% |
| 6M | -11.0% | +1.4% | -12.4% | -13.2% |
| YTD | -15.4% | +8.4% | -23.7% | -24.7% |
| 1Y | +7.2% | +9.3% | -2.1% | -6.0% |
| All | -14.1% | +73.5% | -87.6% | -53.9% |
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