+26.1%
DECK vs URA
+128.0%
-101.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | -2.2% | +1.1% | -3.3% | -2.4% |
| 30D | -13.6% | +7.4% | -21.0% | -15.0% |
| 3M | -21.2% | -8.4% | -12.9% | -20.3% |
| 6M | -21.1% | -12.7% | -8.4% | -19.6% |
| YTD | -17.2% | +7.8% | -25.0% | -20.7% |
| 1Y | -30.7% | +19.5% | -50.2% | -36.7% |
| 3Y | -3.4% | +116.4% | -119.8% | -29.1% |
| All | +26.1% | +128.0% | -101.9% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling