+26.3%
DECK vs TRU
-26.3%
+52.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.6% | +1.4% | +4.3% |
| 7D | +10.4% | +10.5% | -0.2% | +6.4% |
| 30D | +11.1% | +28.7% | -17.6% | +0.7% |
| 3M | -10.8% | +0.7% | -11.4% | -11.6% |
| 6M | -8.7% | +19.3% | -28.1% | -15.5% |
| YTD | -14.0% | -3.7% | -10.3% | -14.8% |
| 1Y | +12.0% | +3.4% | +8.6% | +7.9% |
| 3Y | -10.5% | +66.0% | -76.5% | -29.6% |
| All | +26.3% | -26.3% | +52.6% | +61.3% |
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