-1.8%
DECK vs STLA
-64.3%
+62.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.1% |
| 7D | -2.2% | +2.6% | -4.8% | -3.1% |
| 30D | -13.6% | -1.2% | -12.4% | -13.3% |
| 3M | -21.2% | -24.8% | +3.5% | -13.8% |
| 6M | -21.1% | -25.6% | +4.5% | -13.5% |
| YTD | -17.2% | -48.9% | +31.7% | +1.3% |
| 1Y | -30.7% | -38.8% | +8.0% | -21.9% |
| All | -1.8% | -64.3% | +62.5% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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