+455.6%
DECK vs QSR
+214.2%
+241.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.5% | +0.5% | +3.5% |
| 7D | +10.4% | +5.2% | +5.2% | +7.9% |
| 30D | +11.1% | +12.2% | -1.1% | +5.6% |
| 3M | -10.8% | +7.0% | -17.8% | -13.6% |
| 6M | -8.7% | -0.3% | -8.4% | -9.1% |
| YTD | -14.0% | +18.0% | -32.0% | -21.1% |
| 1Y | +12.0% | +22.6% | -10.6% | +0.8% |
| 3Y | -10.5% | +28.2% | -38.7% | -22.8% |
| 5Y | +28.5% | +62.1% | -33.6% | -1.6% |
| 10Y | +923.3% | +142.6% | +780.6% | +533.5% |
| All | +455.6% | +214.2% | +241.4% | +224.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling