-12.8%
DECK vs M
+123.6%
-136.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +7.6% | -1.7% | +3.4% |
| 7D | +10.4% | +8.3% | +2.1% | +7.5% |
| 30D | +11.1% | +14.2% | -3.1% | +6.2% |
| 3M | -10.8% | -1.1% | -9.7% | -10.7% |
| 6M | -8.7% | +36.6% | -45.3% | -18.1% |
| YTD | -14.0% | +19.8% | -33.8% | -19.9% |
| 1Y | +12.0% | +37.2% | -25.2% | -0.4% |
| All | -12.8% | +123.6% | -136.4% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling