+90.6%
GOOG vs DECK
+25.8%
+64.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.6% |
| 7D | -0.2% | +6.0% | -6.2% | -1.6% |
| 30D | -18.2% | +7.4% | -25.7% | -19.7% |
| 3M | -21.7% | -11.7% | -10.1% | -19.7% |
| 6M | -26.6% | -11.0% | -15.6% | -25.1% |
| YTD | -10.0% | -15.4% | +5.3% | -7.9% |
| 1Y | -0.8% | +7.2% | -8.0% | -4.4% |
| 3Y | +118.2% | -11.8% | +130.0% | +98.4% |
| 5Y | +90.6% | +24.3% | +66.2% | +44.3% |
| All | +90.6% | +25.8% | +64.8% | +44.3% |
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