-30.7%
DECK vs M
+46.1%
-76.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +0.5% |
| 7D | -2.2% | +4.7% | -6.9% | -4.1% |
| 30D | -13.6% | -9.6% | -4.0% | -9.9% |
| 3M | -21.2% | +0.9% | -22.1% | -21.6% |
| 6M | -21.1% | +22.3% | -43.4% | -27.7% |
| YTD | -17.2% | +6.5% | -23.8% | -20.3% |
| 1Y | -30.7% | +38.8% | -69.5% | -42.4% |
| All | -30.7% | +46.1% | -76.9% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling