+84.5%
INTC vs DECK
+885.7%
-801.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -1.5% | -8.8% | -9.9% |
| 7D | -43.2% | +6.0% | -49.3% | -44.2% |
| 30D | -53.6% | +7.4% | -61.0% | -54.6% |
| 3M | -48.3% | -11.7% | -36.6% | -46.9% |
| 6M | -51.7% | -11.0% | -40.7% | -50.9% |
| YTD | +41.6% | -15.4% | +57.0% | +44.2% |
| 1Y | +36.1% | +7.2% | +28.9% | +29.2% |
| 3Y | +39.3% | -11.8% | +51.1% | +31.4% |
| 5Y | +10.6% | +24.3% | -13.7% | -9.3% |
| All | +84.5% | +885.7% | -801.2% | -5.9% |
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