-15.1%
DECK vs TRU
+65.0%
-80.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.4% |
| 7D | +5.8% | +5.7% | 0.0% | +3.7% |
| 30D | +7.9% | +29.2% | -21.4% | -2.3% |
| 3M | -11.4% | +2.7% | -14.1% | -12.9% |
| 6M | -16.6% | +15.2% | -31.8% | -21.6% |
| YTD | -16.4% | -4.9% | -11.5% | -16.6% |
| 1Y | +8.6% | +3.4% | +5.2% | +4.6% |
| 3Y | -15.1% | +63.2% | -78.3% | -20.8% |
| All | -15.1% | +65.0% | -80.1% | -20.8% |
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