+154.8%
IBM vs DECK
+31.2%
+123.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.0% | -4.3% | +1.2% |
| 7D | +0.4% | +10.4% | -9.9% | -0.5% |
| 30D | +14.8% | +11.1% | +3.7% | +13.6% |
| 3M | +8.9% | -10.8% | +19.7% | +9.9% |
| 6M | +12.4% | -8.7% | +21.2% | +13.2% |
| YTD | -12.4% | -14.0% | +1.7% | -11.6% |
| 1Y | -13.3% | +12.0% | -25.3% | -14.3% |
| 3Y | +88.6% | -10.5% | +99.1% | +85.9% |
| 5Y | +154.8% | +28.5% | +126.3% | +131.0% |
| All | +154.8% | +31.2% | +123.6% | +131.0% |
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 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