+97.7%
DOCN vs DECK
+66.4%
+31.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +6.0% | -13.1% | -10.2% |
| 7D | -20.0% | +10.4% | -30.4% | -24.4% |
| 30D | -38.8% | +11.1% | -49.9% | -42.4% |
| 3M | -34.8% | -10.8% | -24.0% | -31.7% |
| 6M | -22.8% | -8.7% | -14.0% | -22.2% |
| YTD | +74.6% | -14.0% | +88.6% | +76.1% |
| 1Y | +116.4% | +12.0% | +104.4% | +84.1% |
| 3Y | +239.3% | -10.5% | +249.8% | +171.9% |
| 5Y | -20.2% | +28.5% | -48.7% | -58.8% |
| All | +97.7% | +66.4% | +31.3% | -1.7% |
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 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