+623.9%
DECK vs TRU
+247.5%
+376.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.6% | +1.4% | +4.0% |
| 7D | +10.4% | +10.5% | -0.2% | +5.9% |
| 30D | +11.1% | +28.7% | -17.6% | -0.6% |
| 3M | -10.8% | +0.7% | -11.4% | -11.8% |
| 6M | -8.7% | +19.3% | -28.1% | -16.5% |
| YTD | -14.0% | -3.7% | -10.3% | -15.0% |
| 1Y | +12.0% | +3.4% | +8.6% | +7.2% |
| 3Y | -10.5% | +66.0% | -76.5% | -33.4% |
| 5Y | +28.5% | -25.9% | +54.4% | +35.4% |
| 10Y | +923.3% | +176.0% | +747.3% | +568.4% |
| All | +623.9% | +247.5% | +376.4% | +355.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling