+923.3%
DECK vs M
+7.5%
+915.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +7.6% | -1.7% | +3.8% |
| 7D | +10.4% | +8.3% | +2.1% | +8.0% |
| 30D | +11.1% | +14.2% | -3.1% | +7.0% |
| 3M | -10.8% | -1.1% | -9.7% | -10.7% |
| 6M | -8.7% | +36.6% | -45.3% | -16.7% |
| YTD | -14.0% | +19.8% | -33.8% | -19.0% |
| 1Y | +12.0% | +37.2% | -25.2% | +1.5% |
| 3Y | -10.5% | +124.5% | -134.9% | -32.2% |
| 5Y | +28.5% | +1.5% | +27.0% | +13.7% |
| 10Y | +923.3% | +7.8% | +915.5% | +670.2% |
| All | +923.3% | +7.5% | +915.8% | +670.2% |
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