+3,551.7%
DLR vs DECK
+3,965.9%
-414.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.0% | -3.4% | +1.3% |
| 7D | +2.8% | +10.4% | -7.5% | +0.7% |
| 30D | +2.8% | +11.1% | -8.3% | +0.4% |
| 3M | -4.0% | -10.8% | +6.8% | -2.0% |
| 6M | -5.6% | -8.7% | +3.1% | -4.6% |
| YTD | +21.9% | -14.0% | +36.0% | +23.8% |
| 1Y | +13.0% | +12.0% | +1.0% | +8.2% |
| 3Y | +52.2% | -10.5% | +62.7% | +46.6% |
| 5Y | +40.3% | +28.5% | +11.8% | +21.5% |
| 10Y | +186.1% | +923.3% | -737.2% | +39.0% |
| All | +3,551.7% | +3,965.9% | -414.2% | +897.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling