+83.2%
DT vs DECK
+236.8%
-153.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.5% | -5.0% | -6.1% |
| 7D | -28.3% | +6.0% | -34.4% | -29.8% |
| 30D | -28.4% | +7.4% | -35.9% | -30.3% |
| 3M | -14.1% | -11.7% | -2.4% | -10.8% |
| 6M | +13.2% | -11.0% | +24.1% | +16.1% |
| YTD | +0.8% | -15.4% | +16.2% | +3.2% |
| 1Y | -7.8% | +7.2% | -15.0% | -13.8% |
| 3Y | -8.3% | -11.8% | +3.5% | -19.0% |
| 5Y | -42.7% | +24.3% | -67.1% | -59.4% |
| All | +83.2% | +236.8% | -153.6% | -17.2% |
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