+1,301.4%
DUK vs DECK
+7,820.9%
-6,519.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.5% | -1.0% |
| 7D | 0.0% | -2.2% | +2.2% | 0.0% |
| 30D | -1.7% | -13.6% | +11.9% | -1.3% |
| 3M | -0.4% | -21.2% | +20.8% | +0.2% |
| 6M | -7.2% | -21.1% | +13.8% | -6.7% |
| YTD | +5.3% | -17.2% | +22.5% | +5.7% |
| 1Y | +3.0% | -30.7% | +33.7% | +3.8% |
| 3Y | +53.1% | -3.4% | +56.4% | +51.4% |
| 5Y | +37.9% | +25.5% | +12.4% | +34.5% |
| 10Y | +124.8% | +714.7% | -589.8% | +105.8% |
| All | +1,301.4% | +7,820.9% | -6,519.5% | +1,103.0% |
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