+26.1%
DECK vs SPY
+82.0%
-55.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +2.0% |
| 7D | -2.2% | +0.1% | -2.3% | -2.4% |
| 30D | -13.6% | +0.1% | -13.6% | -13.6% |
| 3M | -21.2% | +2.0% | -23.2% | -23.4% |
| 6M | -21.1% | +13.0% | -34.1% | -32.6% |
| YTD | -17.2% | +13.5% | -30.8% | -29.8% |
| 1Y | -30.7% | +20.0% | -50.7% | -45.4% |
| 3Y | -3.4% | +77.2% | -80.5% | -52.3% |
| All | +26.1% | +82.0% | -55.9% | -37.9% |
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