+37.1%
DECK vs S
-53.4%
+90.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.8% | +7.3% | +0.3% |
| 7D | +6.0% | -16.7% | +22.7% | +9.9% |
| 30D | +7.4% | -17.0% | +24.4% | +11.1% |
| 3M | -11.7% | +2.0% | -13.7% | -13.4% |
| 6M | -11.0% | +35.1% | -46.0% | -18.6% |
| YTD | -15.4% | +42.8% | -58.2% | -24.5% |
| 1Y | +7.2% | +27.7% | -20.5% | -2.3% |
| 3Y | -11.8% | +33.0% | -44.8% | -23.6% |
| 5Y | +24.3% | -68.0% | +92.3% | +35.3% |
| All | +37.1% | -53.4% | +90.5% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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