+6,920.8%
DECK vs M
+364.7%
+6,556.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +0.7% |
| 7D | -2.2% | +4.7% | -6.9% | -3.7% |
| 30D | -13.6% | -9.6% | -4.0% | -10.7% |
| 3M | -21.2% | +0.9% | -22.1% | -21.7% |
| 6M | -21.1% | +22.3% | -43.4% | -26.4% |
| YTD | -17.2% | +6.5% | -23.8% | -19.6% |
| 1Y | -30.7% | +38.8% | -69.5% | -38.6% |
| 3Y | -3.4% | +115.9% | -119.3% | -30.2% |
| 5Y | +25.5% | +28.6% | -3.1% | -0.2% |
| 10Y | +714.7% | -2.5% | +717.2% | +463.3% |
| All | +6,920.8% | +364.7% | +6,556.1% | +2,493.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling