+877.2%
DECK vs PODD
+308.0%
+569.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.2% | +5.0% | +0.4% |
| 7D | +5.8% | -2.1% | +7.9% | +6.3% |
| 30D | +7.9% | +9.0% | -1.2% | +5.5% |
| 3M | -11.4% | +5.2% | -16.6% | -12.7% |
| 6M | -16.6% | -3.2% | -13.4% | -17.1% |
| YTD | -16.4% | -48.5% | +32.1% | -3.0% |
| 1Y | +8.6% | -54.7% | +63.3% | +29.9% |
| 3Y | -15.1% | -7.8% | -7.3% | -18.2% |
| 5Y | +22.9% | -52.4% | +75.3% | +35.3% |
| All | +877.2% | +308.0% | +569.2% | +674.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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