+839.4%
DECK vs QSR
+130.9%
+708.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +6.8% | +4.5% | +2.3% | +4.6% |
| 30D | +8.3% | +9.4% | -1.1% | +3.7% |
| 3M | -7.9% | +7.5% | -15.4% | -11.2% |
| 6M | -10.6% | -0.8% | -9.7% | -10.5% |
| YTD | -13.4% | +16.9% | -30.3% | -20.9% |
| 1Y | +12.5% | +16.3% | -3.8% | +2.9% |
| 3Y | -14.9% | +25.3% | -40.1% | -27.0% |
| 5Y | +27.5% | +60.4% | -32.9% | -5.3% |
| 10Y | +839.4% | +139.2% | +700.1% | +519.7% |
| All | +839.4% | +130.9% | +708.5% | +519.7% |
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