+726.4%
DECK vs QSR
+137.8%
+588.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.8% | -3.6% |
| 7D | -3.7% | -3.9% | +0.2% | -1.7% |
| 30D | +0.6% | +5.9% | -5.3% | -2.1% |
| 3M | -7.3% | +1.7% | -9.0% | -8.2% |
| 6M | -10.9% | -1.9% | -9.1% | -10.3% |
| YTD | -18.5% | +13.6% | -32.1% | -24.5% |
| 1Y | +0.2% | +13.1% | -13.0% | -7.1% |
| 3Y | -19.8% | +21.8% | -41.7% | -30.4% |
| 5Y | +18.7% | +57.2% | -38.5% | -11.1% |
| All | +726.4% | +137.8% | +588.6% | +393.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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