+115.5%
IBM vs DECK
+25.5%
+89.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | -0.3% | -2.2% | +1.9% | -0.1% |
| 30D | +0.3% | -13.6% | +13.9% | +1.4% |
| 3M | -21.6% | -21.2% | -0.4% | -20.1% |
| 6M | -4.7% | -21.1% | +16.4% | -3.1% |
| YTD | -19.1% | -17.2% | -1.9% | -18.1% |
| 1Y | -2.5% | -30.7% | +28.2% | -0.1% |
| 3Y | +74.2% | -3.4% | +77.5% | +72.2% |
| All | +115.5% | +25.5% | +89.9% | +101.3% |
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