-12.8%
DECK vs PL
+459.7%
-472.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -6.4% | +12.3% | +6.4% |
| 7D | +10.4% | -11.7% | +22.1% | +11.3% |
| 30D | +11.1% | -27.1% | +38.2% | +13.5% |
| 3M | -10.8% | -44.6% | +33.8% | -7.2% |
| 6M | -8.7% | -67.2% | +58.4% | -2.1% |
| YTD | -14.0% | -35.9% | +21.8% | -14.9% |
| 1Y | +12.0% | -0.4% | +12.4% | +4.7% |
| All | -12.8% | +459.7% | -472.5% | -42.2% |
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