+888.8%
DECK vs M
+0.4%
+888.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.9% | +4.3% | +0.1% |
| 7D | +6.0% | -2.1% | +8.2% | +6.6% |
| 30D | +7.4% | +7.7% | -0.3% | +5.2% |
| 3M | -11.7% | -4.4% | -7.3% | -10.7% |
| 6M | -11.0% | +27.5% | -38.5% | -17.2% |
| YTD | -15.4% | +12.8% | -28.1% | -18.9% |
| 1Y | +7.2% | +20.7% | -13.5% | +0.7% |
| 3Y | -11.8% | +111.3% | -123.1% | -32.2% |
| 5Y | +24.3% | -6.3% | +30.6% | +12.3% |
| All | +888.8% | +0.4% | +888.4% | +673.8% |
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