+12.0%
DECK vs Z
-54.2%
+66.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +9.4% | -3.5% | +3.7% |
| 7D | +10.4% | +10.2% | +0.2% | +7.8% |
| 30D | +11.1% | +23.7% | -12.6% | +5.5% |
| 3M | -10.8% | -6.6% | -4.2% | -10.2% |
| 6M | -8.7% | -23.0% | +14.3% | -6.3% |
| YTD | -14.0% | -50.3% | +36.3% | -12.0% |
| 1Y | +12.0% | -53.6% | +65.6% | +14.8% |
| All | +12.0% | -54.2% | +66.2% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling