+34.1%
DECK vs S
-56.8%
+90.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.1% | +1.5% |
| 7D | -2.2% | -7.7% | +5.5% | -0.5% |
| 30D | -13.6% | -5.3% | -8.3% | -13.0% |
| 3M | -21.2% | +20.3% | -41.5% | -25.1% |
| 6M | -21.1% | +47.4% | -68.5% | -29.1% |
| YTD | -17.2% | +32.5% | -49.8% | -24.2% |
| 1Y | -30.7% | +9.5% | -40.3% | -34.1% |
| 3Y | -3.4% | +15.5% | -18.9% | -12.8% |
| 5Y | +25.5% | -71.2% | +96.8% | +38.4% |
| All | +34.1% | -56.8% | +90.8% | +43.5% |
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