+748.8%
DECK vs QSR
+137.6%
+611.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.8% |
| 7D | +0.1% | -2.9% | +3.1% | +1.6% |
| 30D | +4.8% | +4.1% | +0.7% | +2.8% |
| 3M | -6.9% | -0.7% | -6.3% | -6.7% |
| 6M | -7.6% | +0.4% | -8.0% | -8.0% |
| YTD | -16.3% | +13.5% | -29.8% | -22.4% |
| 1Y | +4.5% | +11.0% | -6.5% | -2.1% |
| 3Y | -17.1% | +22.0% | -39.1% | -28.1% |
| 5Y | +21.9% | +57.1% | -35.2% | -8.7% |
| All | +748.8% | +137.6% | +611.2% | +407.5% |
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