+82.1%
DT vs DECK
+232.9%
-150.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | -24.7% | +5.8% | -30.5% | -26.1% |
| 30D | -27.4% | +7.9% | -35.2% | -29.3% |
| 3M | -11.1% | -11.4% | +0.3% | -7.9% |
| 6M | +13.7% | -16.6% | +30.2% | +19.4% |
| YTD | +0.2% | -16.4% | +16.6% | +3.0% |
| 1Y | -5.7% | +8.6% | -14.3% | -12.3% |
| 3Y | -8.1% | -15.1% | +7.0% | -17.5% |
| 5Y | -43.1% | +22.9% | -65.9% | -59.5% |
| All | +82.1% | +232.9% | -150.7% | -17.4% |
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