+888.8%
DECK vs Z
-12.8%
+901.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -10.6% | +9.1% | +1.3% |
| 7D | +6.0% | -2.3% | +8.3% | +6.5% |
| 30D | +7.4% | +9.4% | -1.9% | +4.5% |
| 3M | -11.7% | -16.1% | +4.4% | -8.3% |
| 6M | -11.0% | -30.4% | +19.5% | -3.3% |
| YTD | -15.4% | -55.6% | +40.2% | +1.9% |
| 1Y | +7.2% | -58.5% | +65.8% | +31.1% |
| 3Y | -11.8% | -19.6% | +7.8% | -11.9% |
| 5Y | +24.3% | -54.1% | +78.5% | +35.4% |
| All | +888.8% | -12.8% | +901.6% | +776.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling