-14.1%
DECK vs TRU
+68.5%
-82.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.9% |
| 7D | +6.0% | +9.8% | -3.8% | +2.4% |
| 30D | +7.4% | +30.7% | -23.3% | -3.1% |
| 3M | -11.7% | +3.8% | -15.5% | -13.5% |
| 6M | -11.0% | +21.9% | -32.9% | -18.1% |
| YTD | -15.4% | -2.8% | -12.5% | -16.3% |
| 1Y | +7.2% | +4.8% | +2.4% | +2.8% |
| All | -14.1% | +68.5% | -82.6% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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