-1.8%
DECK vs PL
+454.1%
-455.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.8% | +1.6% |
| 7D | -2.2% | -9.3% | +7.1% | -1.6% |
| 30D | -13.6% | -18.9% | +5.3% | -12.4% |
| 3M | -21.2% | -58.4% | +37.1% | -16.5% |
| 6M | -21.1% | -30.3% | +9.2% | -20.8% |
| YTD | -17.2% | -8.1% | -9.1% | -19.9% |
| 1Y | -30.7% | +180.5% | -211.2% | -43.2% |
| All | -1.8% | +454.1% | -455.9% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling