+24.3%
DECK vs SIRI
-38.3%
+62.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | +6.0% | +15.9% | -9.9% | +4.1% |
| 30D | +7.4% | +26.0% | -18.6% | +4.4% |
| 3M | -11.7% | +9.2% | -20.8% | -12.7% |
| 6M | -11.0% | +28.3% | -39.2% | -13.6% |
| YTD | -15.4% | +71.5% | -86.8% | -20.7% |
| 1Y | +7.2% | +55.0% | -47.7% | +1.5% |
| 3Y | -11.8% | -24.4% | +12.6% | -12.8% |
| 5Y | +24.3% | -37.6% | +61.9% | +37.7% |
| All | +24.3% | -38.3% | +62.6% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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