+122.9%
DUK vs DECK
+718.3%
-595.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.5% | -1.1% |
| 7D | 0.0% | -2.2% | +2.2% | +0.1% |
| 30D | -1.7% | -13.6% | +11.9% | -0.9% |
| 3M | -0.4% | -21.2% | +20.8% | +0.8% |
| 6M | -7.2% | -21.1% | +13.8% | -6.2% |
| YTD | +5.3% | -17.2% | +22.5% | +6.0% |
| 1Y | +3.0% | -30.7% | +33.7% | +4.6% |
| 3Y | +53.1% | -3.4% | +56.4% | +47.1% |
| 5Y | +37.9% | +25.5% | +12.4% | +27.5% |
| All | +122.9% | +718.3% | -595.4% | +81.6% |
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