-10.8%
DOW vs DECK
+254.1%
-264.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.5% |
| 7D | -2.4% | -2.2% | -0.2% | -1.8% |
| 30D | +0.4% | -13.6% | +14.0% | +4.3% |
| 3M | -14.4% | -21.2% | +6.9% | -9.1% |
| 6M | -7.0% | -21.1% | +14.1% | -2.6% |
| YTD | +30.2% | -17.2% | +47.4% | +33.1% |
| 1Y | +29.2% | -30.7% | +60.0% | +38.7% |
| 3Y | -36.7% | -3.4% | -33.3% | -44.5% |
| 5Y | -37.7% | +25.5% | -63.2% | -52.4% |
| All | -10.8% | +254.1% | -264.9% | -58.6% |
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