-10.3%
DHR vs DECK
+25.8%
-36.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.1% | -3.4% |
| 7D | -4.5% | +6.0% | -10.5% | -5.6% |
| 30D | +5.0% | +7.4% | -2.5% | +3.4% |
| 3M | +13.6% | -11.7% | +25.2% | +16.0% |
| 6M | +30.1% | -11.0% | +41.1% | +32.3% |
| YTD | -0.5% | -15.4% | +14.8% | +1.4% |
| 1Y | +7.4% | +7.2% | +0.2% | +4.2% |
| 3Y | +16.4% | -11.8% | +28.2% | +9.5% |
| 5Y | -10.3% | +24.3% | -34.7% | -28.6% |
| All | -10.3% | +25.8% | -36.1% | -28.6% |
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