-15.1%
DECK vs QSR
+27.3%
-42.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | +5.8% | +7.3% | -1.5% | +3.7% |
| 30D | +7.9% | +11.9% | -4.0% | +4.6% |
| 3M | -11.4% | +7.5% | -18.9% | -13.2% |
| 6M | -16.6% | +2.5% | -19.0% | -17.3% |
| YTD | -16.4% | +17.0% | -33.3% | -20.4% |
| 1Y | +8.6% | +18.1% | -9.5% | +3.0% |
| 3Y | -15.1% | +28.6% | -43.7% | -25.1% |
| All | -15.1% | +27.3% | -42.4% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling