+2,505.9%
DELL vs DECK
+874.1%
+1,631.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.8% | +4.0% |
| 7D | -22.6% | +5.8% | -28.3% | -24.1% |
| 30D | -43.2% | +7.9% | -51.1% | -44.8% |
| 3M | -24.8% | -11.4% | -13.4% | -22.6% |
| 6M | +38.0% | -16.6% | +54.6% | +43.2% |
| YTD | +163.7% | -16.4% | +180.1% | +168.8% |
| 1Y | +122.5% | +8.6% | +113.9% | +107.2% |
| 3Y | +377.0% | -15.1% | +392.1% | +360.7% |
| 5Y | +542.6% | +22.9% | +519.7% | +426.8% |
| All | +2,505.9% | +874.1% | +1,631.8% | +1,306.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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