+39.2%
DECK vs S
-48.9%
+88.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.6% | +4.3% | +5.6% |
| 7D | +10.4% | -8.2% | +18.6% | +12.2% |
| 30D | +11.1% | -7.6% | +18.7% | +12.4% |
| 3M | -10.8% | +12.0% | -22.7% | -14.1% |
| 6M | -8.7% | +50.6% | -59.3% | -18.4% |
| YTD | -14.0% | +56.6% | -70.6% | -24.7% |
| 1Y | +12.0% | +39.2% | -27.2% | +0.3% |
| 3Y | -10.5% | +45.8% | -56.3% | -23.8% |
| 5Y | +28.5% | -66.1% | +94.6% | +38.0% |
| All | +39.2% | -48.9% | +88.1% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling