-73.2%
DOCS vs DECK
+25.5%
-98.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.3% | -3.3% |
| 7D | -1.4% | -2.2% | +0.8% | -0.6% |
| 30D | +21.8% | -13.6% | +35.4% | +28.2% |
| 3M | +27.3% | -21.2% | +48.5% | +38.2% |
| 6M | -0.3% | -21.1% | +20.7% | +7.1% |
| YTD | -40.5% | -17.2% | -23.3% | -38.5% |
| 1Y | -61.5% | -30.7% | -30.8% | -57.7% |
| 3Y | +8.2% | -3.4% | +11.5% | -17.8% |
| All | -73.2% | +25.5% | -98.7% | -83.8% |
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