-99.7%
DFNS vs DECK
+10.4%
-110.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -1.5% | -18.1% | -18.2% |
| 7D | -37.4% | +6.0% | -43.4% | -41.7% |
| 30D | -65.8% | +7.4% | -73.3% | -68.6% |
| 3M | -95.0% | -11.7% | -83.4% | -94.4% |
| 6M | -95.8% | -11.0% | -84.9% | -95.1% |
| YTD | -99.5% | -15.4% | -84.2% | -99.4% |
| 1Y | -99.7% | +7.2% | -107.0% | -99.7% |
| All | -99.7% | +10.4% | -110.1% | -99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling