-39.7%
DT vs DECK
+31.2%
-70.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.0% | -6.5% | -2.3% |
| 7D | -25.5% | +10.4% | -35.9% | -27.7% |
| 30D | -22.3% | +11.1% | -33.4% | -24.8% |
| 3M | +2.3% | -10.8% | +13.1% | +5.4% |
| 6M | +20.7% | -8.7% | +29.5% | +22.6% |
| YTD | +7.9% | -14.0% | +22.0% | +9.7% |
| 1Y | -5.7% | +12.0% | -17.8% | -12.8% |
| 3Y | -1.8% | -10.5% | +8.6% | -17.2% |
| 5Y | -39.7% | +28.5% | -68.2% | -59.7% |
| All | -39.7% | +31.2% | -70.9% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling