+162.4%
DLR vs DECK
+874.1%
-711.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -3.6% | +5.8% | -9.4% | -4.3% |
| 30D | -3.5% | +7.9% | -11.3% | -4.5% |
| 3M | -8.9% | -11.4% | +2.5% | -7.7% |
| 6M | -11.6% | -16.6% | +5.0% | -9.9% |
| YTD | +14.9% | -16.4% | +31.3% | +16.5% |
| 1Y | +6.4% | +8.6% | -2.2% | +4.1% |
| 3Y | +47.3% | -15.1% | +62.4% | +46.3% |
| 5Y | +32.8% | +22.9% | +9.9% | +23.5% |
| All | +162.4% | +874.1% | -711.7% | +145.9% |
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