+741.1%
DECK vs URA
+359.3%
+381.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | -2.2% | +1.1% | -3.3% | -2.5% |
| 30D | -13.6% | +7.4% | -21.0% | -15.4% |
| 3M | -21.2% | -8.4% | -12.9% | -20.1% |
| 6M | -21.1% | -12.7% | -8.4% | -19.3% |
| YTD | -17.2% | +7.8% | -25.0% | -21.5% |
| 1Y | -30.7% | +19.5% | -50.2% | -37.8% |
| 3Y | -3.4% | +116.4% | -119.8% | -32.0% |
| 5Y | +25.5% | +134.3% | -108.7% | -18.7% |
| All | +741.1% | +359.3% | +381.9% | +261.7% |
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