-14.1%
DECK vs MKTX
-22.2%
+8.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +6.0% | +0.4% | +5.6% | +6.0% |
| 30D | +7.4% | +0.9% | +6.5% | +7.5% |
| 3M | -11.7% | +2.4% | -14.1% | -11.5% |
| 6M | -11.0% | +10.6% | -21.5% | -10.3% |
| YTD | -15.4% | -7.3% | -8.1% | -15.5% |
| 1Y | +7.2% | +4.8% | +2.4% | +8.0% |
| All | -14.1% | -22.2% | +8.1% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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