-12.8%
DECK vs SPY
+82.6%
-95.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.7% | +4.3% | +3.8% |
| 7D | +10.4% | -0.7% | +11.1% | +11.4% |
| 30D | +11.1% | -1.0% | +12.1% | +12.6% |
| 3M | -10.8% | -0.3% | -10.4% | -10.3% |
| 6M | -8.7% | +7.3% | -16.1% | -17.2% |
| YTD | -14.0% | +13.3% | -27.4% | -27.6% |
| 1Y | +12.0% | +14.8% | -2.8% | -7.5% |
| All | -12.8% | +82.6% | -95.4% | -56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling