+26.1%
DECK vs TRU
-33.8%
+59.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.9% | +7.5% | +3.8% |
| 7D | -2.2% | -6.8% | +4.5% | +0.3% |
| 30D | -13.6% | 0.0% | -13.6% | -13.8% |
| 3M | -21.2% | +13.3% | -34.5% | -25.2% |
| 6M | -21.1% | +3.4% | -24.5% | -22.7% |
| YTD | -17.2% | -6.4% | -10.8% | -16.6% |
| 1Y | -30.7% | -9.7% | -21.1% | -29.8% |
| 3Y | -3.4% | +0.1% | -3.5% | -6.7% |
| All | +26.1% | -33.8% | +59.9% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling