+160.5%
DLR vs DECK
+718.3%
-557.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.2% | +0.1% |
| 7D | +1.6% | -2.2% | +3.8% | +1.9% |
| 30D | -3.4% | -13.6% | +10.2% | -1.6% |
| 3M | +0.5% | -21.2% | +21.7% | +3.4% |
| 6M | +4.6% | -21.1% | +25.6% | +7.3% |
| YTD | +23.4% | -17.2% | +40.6% | +25.4% |
| 1Y | +19.0% | -30.7% | +49.8% | +23.4% |
| 3Y | +56.5% | -3.4% | +59.9% | +53.0% |
| 5Y | +33.3% | +25.5% | +7.8% | +23.7% |
| All | +160.5% | +718.3% | -557.8% | +131.2% |
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