+24.3%
DECK vs TRU
-25.6%
+49.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.2% |
| 3M | -11.7% | +3.8% | -15.5% | -13.5% |
| 6M | -11.0% | +21.9% | -32.9% | -18.2% |
| YTD | -15.4% | -2.8% | -12.5% | -16.4% |
| 1Y | +7.2% | +4.8% | +2.4% | +2.8% |
| 3Y | -11.8% | +67.6% | -79.5% | -30.9% |
| 5Y | +24.3% | -25.0% | +49.4% | +58.3% |
| All | +24.3% | -25.6% | +49.9% | +58.3% |
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