+887.0%
DECK vs QSR
+134.8%
+752.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | +6.4% | +3.9% | +2.5% | +4.5% |
| 30D | +9.1% | +9.3% | -0.2% | +4.5% |
| 3M | -7.2% | +5.9% | -13.1% | -9.9% |
| 6M | -9.9% | -1.0% | -9.0% | -9.8% |
| YTD | -12.8% | +16.7% | -29.5% | -20.2% |
| 1Y | +10.6% | +18.6% | -8.0% | +0.2% |
| 3Y | -13.8% | +25.4% | -39.2% | -26.1% |
| 5Y | +27.6% | +59.0% | -31.4% | -4.6% |
| 10Y | +887.0% | +130.4% | +756.7% | +571.1% |
| All | +887.0% | +134.8% | +752.3% | +571.1% |
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