+888.8%
DECK vs URA
+262.4%
+626.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.3% | +3.7% | -0.2% |
| 7D | +6.0% | -13.3% | +19.3% | +9.8% |
| 30D | +7.4% | -25.9% | +33.3% | +15.6% |
| 3M | -11.7% | -27.8% | +16.1% | -4.7% |
| 6M | -11.0% | -42.8% | +31.9% | +1.3% |
| YTD | -15.4% | -27.5% | +12.1% | -11.6% |
| 1Y | +7.2% | -35.1% | +42.4% | +15.1% |
| 3Y | -11.8% | +31.1% | -42.9% | -28.6% |
| 5Y | +24.3% | +29.8% | -5.4% | -3.5% |
| All | +888.8% | +262.4% | +626.4% | +357.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling