+646.9%
DECK vs Z
+22.6%
+624.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +9.4% | -3.5% | +3.5% |
| 7D | +10.4% | +10.2% | +0.2% | +7.7% |
| 30D | +11.1% | +23.7% | -12.6% | +4.9% |
| 3M | -10.8% | -6.6% | -4.2% | -9.9% |
| 6M | -8.7% | -23.0% | +14.3% | -3.5% |
| YTD | -14.0% | -50.3% | +36.3% | +0.3% |
| 1Y | +12.0% | -53.6% | +65.6% | +32.6% |
| 3Y | -10.5% | -10.1% | -0.4% | -12.8% |
| 5Y | +28.5% | -49.8% | +78.3% | +36.6% |
| 10Y | +923.3% | -1.6% | +924.9% | +719.6% |
| All | +646.9% | +22.6% | +624.3% | +476.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling