-4.9%
DOW vs DECK
+257.8%
-262.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | -9.5% | +5.8% | -15.3% | -11.0% |
| 30D | +13.1% | +7.9% | +5.2% | +10.4% |
| 3M | +4.8% | -11.4% | +16.2% | +7.7% |
| 6M | -16.7% | -16.6% | -0.1% | -13.6% |
| YTD | +38.9% | -16.4% | +55.2% | +40.9% |
| 1Y | +48.3% | +8.6% | +39.6% | +38.1% |
| 3Y | -24.4% | -15.1% | -9.2% | -30.2% |
| 5Y | -29.2% | +22.9% | -52.1% | -45.0% |
| All | -4.9% | +257.8% | -262.7% | -56.1% |
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