+27.6%
DECK vs MKTX
-54.7%
+82.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.2% | +4.3% |
| 7D | +6.4% | +0.1% | +6.3% | +6.4% |
| 30D | +9.1% | +0.7% | +8.4% | +9.0% |
| 3M | -7.2% | +2.4% | -9.6% | -7.5% |
| 6M | -9.9% | +13.5% | -23.4% | -11.4% |
| YTD | -12.8% | -7.2% | -5.5% | -11.7% |
| 1Y | +10.6% | +1.0% | +9.6% | +10.4% |
| 3Y | -13.8% | -23.7% | +9.9% | -13.0% |
| 5Y | +27.6% | -54.4% | +82.0% | +44.7% |
| All | +27.6% | -54.7% | +82.3% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling