-52.3%
DOCS vs DECK
+31.2%
-83.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.0% | +0.4% | +4.2% |
| 7D | +1.2% | +10.4% | -9.1% | -2.4% |
| 30D | +21.3% | +11.1% | +10.2% | +16.7% |
| 3M | +58.4% | -10.8% | +69.2% | +64.7% |
| 6M | +39.3% | -8.7% | +48.0% | +42.7% |
| YTD | -21.7% | -14.0% | -7.7% | -20.2% |
| 1Y | -47.3% | +12.0% | -59.4% | -52.2% |
| 3Y | +58.2% | -10.5% | +68.6% | +28.5% |
| 5Y | -52.3% | +28.5% | -80.8% | -68.8% |
| All | -52.3% | +31.2% | -83.5% | -68.8% |
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