+741.1%
DECK vs SPY
+313.4%
+427.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +2.0% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -13.6% | +0.1% | -13.6% | -13.6% |
| 3M | -21.2% | +2.0% | -23.2% | -23.3% |
| 6M | -21.1% | +13.0% | -34.1% | -31.7% |
| YTD | -17.2% | +13.5% | -30.8% | -28.8% |
| 1Y | -30.7% | +20.0% | -50.7% | -44.3% |
| 3Y | -3.4% | +77.2% | -80.5% | -49.4% |
| 5Y | +25.5% | +81.9% | -56.3% | -35.2% |
| All | +741.1% | +313.4% | +427.7% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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