-15.2%
DECK vs SKDD
-47.6%
+32.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SKDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -11.2% | +15.5% | +4.8% |
| 7D | +6.4% | +12.2% | -5.8% | +5.3% |
| 30D | +9.1% | +26.1% | -17.0% | +6.5% |
| 3M | -7.2% | -33.1% | +25.9% | -5.6% |
| All | -15.2% | -47.6% | +32.4% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SKDD.
Daily Out/Under-Performance
Portfolio return minus SKDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKDD 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 SKDD 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 · Available span rolling