+877.2%
DECK vs M
-4.2%
+881.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | +0.1% |
| 7D | +5.8% | -4.3% | +10.0% | +7.0% |
| 30D | +7.9% | +1.3% | +6.6% | +7.4% |
| 3M | -11.4% | -7.4% | -4.0% | -9.7% |
| 6M | -16.6% | +18.3% | -34.9% | -20.8% |
| YTD | -16.4% | +7.6% | -23.9% | -18.8% |
| 1Y | +8.6% | +17.4% | -8.7% | +2.8% |
| 3Y | -15.1% | +108.4% | -123.5% | -34.4% |
| 5Y | +22.9% | -10.6% | +33.5% | +12.5% |
| All | +877.2% | -4.2% | +881.4% | +674.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling