-100.0%
DFNS vs DECK
+31.2%
-131.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +6.0% | -24.3% | -19.3% |
| 7D | -27.7% | +10.4% | -38.0% | -29.0% |
| 30D | -58.0% | +11.1% | -69.1% | -58.8% |
| 3M | -94.0% | -10.8% | -83.2% | -93.9% |
| 6M | -94.6% | -8.7% | -85.8% | -94.5% |
| YTD | -99.4% | -14.0% | -85.4% | -99.4% |
| 1Y | -99.6% | +12.0% | -111.7% | -99.6% |
| 3Y | -100.0% | -10.5% | -89.5% | -100.0% |
| 5Y | -100.0% | +28.5% | -128.5% | -100.0% |
| All | -100.0% | +31.2% | -131.2% | -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 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