+532.1%
DHI vs DECK
+938.4%
-406.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.1% | +0.7% |
| 7D | +1.8% | +6.4% | -4.6% | -0.3% |
| 30D | +15.4% | +9.1% | +6.3% | +12.0% |
| 3M | +3.0% | -7.2% | +10.2% | +5.5% |
| 6M | +5.7% | -9.9% | +15.7% | +9.2% |
| YTD | +9.0% | -12.8% | +21.8% | +12.4% |
| 1Y | +8.8% | +10.6% | -1.8% | +3.3% |
| 3Y | +33.0% | -13.8% | +46.8% | +25.6% |
| 5Y | +68.1% | +27.6% | +40.5% | +29.8% |
| 10Y | +532.1% | +887.0% | -355.0% | +194.3% |
| All | +532.1% | +938.4% | -406.4% | +194.3% |
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