+923.3%
DECK vs VO
+213.3%
+710.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.9% | +5.1% | +4.9% |
| 7D | +10.4% | +1.0% | +9.4% | +9.2% |
| 30D | +11.1% | +2.6% | +8.5% | +7.8% |
| 3M | -10.8% | -0.3% | -10.5% | -10.3% |
| 6M | -8.7% | +7.6% | -16.3% | -16.1% |
| YTD | -14.0% | +14.7% | -28.8% | -26.7% |
| 1Y | +12.0% | +16.4% | -4.4% | -6.1% |
| 3Y | -10.5% | +66.2% | -76.6% | -49.3% |
| 5Y | +28.5% | +39.1% | -10.6% | -9.4% |
| 10Y | +923.3% | +212.9% | +710.4% | +196.2% |
| All | +923.3% | +213.3% | +710.0% | +196.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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