+55.3%
DECK vs PL
+16.0%
+39.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -10.1% | +8.6% | -0.5% |
| 7D | +6.0% | -20.5% | +26.6% | +8.5% |
| 30D | +7.4% | -38.8% | +46.2% | +12.9% |
| 3M | -11.7% | -49.1% | +37.5% | -5.6% |
| 6M | -11.0% | -69.4% | +58.4% | -0.8% |
| YTD | -15.4% | -42.3% | +27.0% | -15.1% |
| 1Y | +7.2% | -14.2% | +21.4% | +0.6% |
| 3Y | -11.8% | +398.7% | -410.5% | -45.0% |
| 5Y | +24.3% | +11.1% | +13.2% | -8.7% |
| All | +55.3% | +16.0% | +39.3% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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