+151.7%
IBM vs DECK
+885.7%
-733.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.6% |
| 7D | -4.3% | +6.0% | -10.3% | -5.2% |
| 30D | +11.7% | +7.4% | +4.2% | +10.4% |
| 3M | +5.5% | -11.7% | +17.1% | +7.3% |
| 6M | +9.5% | -11.0% | +20.4% | +11.1% |
| YTD | -14.9% | -15.4% | +0.5% | -13.4% |
| 1Y | -17.4% | +7.2% | -24.6% | -19.0% |
| 3Y | +83.3% | -11.8% | +95.1% | +76.3% |
| 5Y | +142.1% | +24.3% | +117.7% | +112.9% |
| All | +151.7% | +885.7% | -733.9% | +57.4% |
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