-12.8%
DECK vs S
+45.1%
-57.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.6% | +4.3% | +5.7% |
| 7D | +10.4% | -8.2% | +18.6% | +11.9% |
| 30D | +11.1% | -7.6% | +18.7% | +12.3% |
| 3M | -10.8% | +12.0% | -22.7% | -13.7% |
| 6M | -8.7% | +50.6% | -59.3% | -17.6% |
| YTD | -14.0% | +56.6% | -70.6% | -23.9% |
| 1Y | +12.0% | +39.2% | -27.2% | +1.6% |
| All | -12.8% | +45.1% | -57.9% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling