+8.5%
DT vs DECK
-3.0%
+11.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.9% |
| 7D | -3.3% | -2.2% | -1.1% | -3.0% |
| 30D | +2.0% | -13.6% | +15.6% | +4.3% |
| 3M | +20.0% | -21.2% | +41.2% | +24.1% |
| 6M | +39.3% | -21.1% | +60.4% | +43.5% |
| YTD | +19.8% | -17.2% | +37.0% | +21.8% |
| 1Y | +4.3% | -30.7% | +35.0% | +9.0% |
| All | +8.5% | -3.0% | +11.5% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling