+24.3%
DECK vs SPY
+67.0%
-42.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | +4.0% |
| 7D | +6.0% | -4.7% | +10.7% | +12.5% |
| 30D | +7.4% | -5.9% | +13.4% | +15.8% |
| 3M | -11.7% | -4.5% | -7.1% | -6.4% |
| 6M | -11.0% | +1.8% | -12.7% | -13.4% |
| YTD | -15.4% | +8.3% | -23.7% | -23.9% |
| 1Y | +7.2% | +9.3% | -2.1% | -4.9% |
| 3Y | -11.8% | +74.9% | -86.7% | -55.9% |
| 5Y | +24.3% | +67.3% | -42.9% | -31.3% |
| All | +24.3% | +67.0% | -42.7% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling