-14.1%
DECK vs RUN
-9.7%
-4.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +12.3% | -13.8% | -2.4% |
| 7D | +6.0% | +30.0% | -24.0% | +4.0% |
| 30D | +7.4% | +27.0% | -19.6% | +5.5% |
| 3M | -11.7% | -5.9% | -5.7% | -11.6% |
| 6M | -11.0% | -26.7% | +15.7% | -9.7% |
| YTD | -15.4% | -46.4% | +31.0% | -13.4% |
| 1Y | +7.2% | -52.1% | +59.3% | +10.1% |
| All | -14.1% | -9.7% | -4.4% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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