+628.3%
DELL vs DECK
+27.7%
+600.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +6.0% | -14.8% | -10.5% |
| 7D | -24.6% | +10.4% | -35.0% | -27.0% |
| 30D | -32.5% | +11.1% | -43.6% | -34.9% |
| 3M | -20.2% | -10.8% | -9.4% | -18.0% |
| 6M | +76.5% | -8.7% | +85.2% | +78.1% |
| YTD | +198.9% | -14.0% | +213.0% | +201.6% |
| 1Y | +143.3% | +12.0% | +131.3% | +122.6% |
| 3Y | +459.7% | -10.5% | +470.2% | +423.9% |
| All | +628.3% | +27.7% | +600.6% | +443.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling