+877.2%
DECK vs QSR
+137.0%
+740.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.6% |
| 7D | +5.8% | +7.3% | -1.5% | +2.3% |
| 30D | +7.9% | +11.9% | -4.0% | +2.2% |
| 3M | -11.4% | +7.5% | -18.9% | -14.6% |
| 6M | -16.6% | +2.5% | -19.0% | -17.8% |
| YTD | -16.4% | +17.0% | -33.3% | -23.6% |
| 1Y | +8.6% | +18.1% | -9.5% | -1.3% |
| 3Y | -15.1% | +28.6% | -43.7% | -28.2% |
| 5Y | +22.9% | +55.8% | -32.9% | -7.2% |
| All | +877.2% | +137.0% | +740.2% | +562.8% |
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