+26.1%
DECK vs RUN
-80.5%
+106.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | -2.2% | +1.3% | -3.5% | -2.4% |
| 30D | -13.6% | -15.3% | +1.7% | -12.2% |
| 3M | -21.2% | -40.0% | +18.8% | -17.1% |
| 6M | -21.1% | -27.0% | +5.9% | -19.0% |
| YTD | -17.2% | -51.7% | +34.5% | -12.5% |
| 1Y | -30.7% | -45.9% | +15.1% | -28.6% |
| 3Y | -3.4% | -43.8% | +40.4% | -14.0% |
| All | +26.1% | -80.5% | +106.5% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling