+1,410.7%
DUK vs DECK
+8,125.5%
-6,714.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.0% | -3.5% | +2.3% |
| 7D | +4.9% | +10.4% | -5.5% | +4.6% |
| 30D | +13.8% | +11.1% | +2.7% | +13.5% |
| 3M | +5.2% | -10.8% | +16.0% | +5.5% |
| 6M | +3.5% | -8.7% | +12.2% | +3.6% |
| YTD | +13.5% | -14.0% | +27.5% | +13.7% |
| 1Y | +8.3% | +12.0% | -3.7% | +7.7% |
| 3Y | +60.7% | -10.5% | +71.2% | +59.4% |
| 5Y | +55.5% | +28.5% | +27.0% | +51.7% |
| 10Y | +151.7% | +923.3% | -771.6% | +129.0% |
| All | +1,410.7% | +8,125.5% | -6,714.9% | +1,195.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling