-100.0%
DFNS vs DECK
+156.8%
-256.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -1.5% | -18.1% | -19.4% |
| 7D | -37.4% | +6.0% | -43.4% | -38.0% |
| 30D | -65.8% | +7.4% | -73.3% | -66.2% |
| 3M | -95.0% | -11.7% | -83.4% | -94.9% |
| 6M | -95.8% | -11.0% | -84.9% | -95.7% |
| YTD | -99.5% | -15.4% | -84.2% | -99.5% |
| 1Y | -99.7% | +7.2% | -107.0% | -99.7% |
| 3Y | -100.0% | -11.8% | -88.1% | -100.0% |
| 5Y | -100.0% | +24.3% | -124.3% | -100.0% |
| All | -100.0% | +156.8% | -256.8% | -100.0% |
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