+633.8%
DECK vs USHY
+50.7%
+583.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.2% | -0.1% | -2.1% | -1.9% |
| 30D | -13.6% | +0.1% | -13.7% | -13.7% |
| 3M | -21.2% | +0.8% | -22.1% | -22.5% |
| 6M | -21.1% | +1.7% | -22.8% | -23.4% |
| YTD | -17.2% | +2.5% | -19.7% | -20.8% |
| 1Y | -30.7% | +4.4% | -35.1% | -36.3% |
| 3Y | -3.4% | +27.4% | -30.7% | -39.2% |
| 5Y | +25.5% | +21.7% | +3.8% | -11.1% |
| All | +633.8% | +50.7% | +583.1% | +275.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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