-28.0%
DIS vs DECK
+31.2%
-59.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.0% | -1.8% | +2.6% |
| 7D | +9.1% | +10.4% | -1.3% | +6.3% |
| 30D | +14.8% | +11.1% | +3.7% | +11.6% |
| 3M | +21.2% | -10.8% | +31.9% | +24.4% |
| 6M | +18.3% | -8.7% | +27.1% | +20.5% |
| YTD | +5.4% | -14.0% | +19.4% | +8.2% |
| 1Y | +8.3% | +12.0% | -3.8% | +3.7% |
| 3Y | +44.2% | -10.5% | +54.7% | +32.7% |
| 5Y | -28.0% | +28.5% | -56.4% | -46.0% |
| All | -28.0% | +31.2% | -59.2% | -46.0% |
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