-1.5%
DECK vs Q
+68.9%
-70.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.1% | +6.1% | +6.0% |
| 7D | +10.4% | -3.3% | +13.6% | +10.6% |
| 30D | +11.1% | -9.7% | +20.8% | +11.7% |
| 3M | -10.8% | -16.1% | +5.3% | -9.9% |
| 6M | -8.7% | -15.7% | +7.0% | -9.0% |
| YTD | -14.0% | +45.7% | -59.8% | -18.2% |
| 1Y | +12.0% | +18.0% | -6.0% | +6.5% |
| All | -1.5% | +68.9% | -70.4% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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