+754.6%
DECK vs URA
-51.1%
+805.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.1% | +7.0% | +6.3% |
| 7D | +10.4% | -10.5% | +20.9% | +13.9% |
| 30D | +11.1% | -18.6% | +29.7% | +17.7% |
| 3M | -10.8% | -23.0% | +12.3% | -4.4% |
| 6M | -8.7% | -40.3% | +31.6% | +4.5% |
| YTD | -14.0% | -23.5% | +9.4% | -10.8% |
| 1Y | +12.0% | -31.1% | +43.1% | +19.4% |
| 3Y | -10.5% | +38.3% | -48.8% | -29.4% |
| 5Y | +28.5% | +34.6% | -6.1% | -2.3% |
| 10Y | +923.3% | +285.4% | +637.9% | +366.6% |
| All | +754.6% | -51.1% | +805.7% | +684.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling