+98.7%
INTC vs DECK
+874.1%
-775.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.2% | +8.9% | +8.0% |
| 7D | -14.4% | +5.8% | -20.2% | -15.8% |
| 30D | -50.2% | +7.9% | -58.1% | -51.4% |
| 3M | -43.6% | -11.4% | -32.2% | -42.1% |
| 6M | -50.2% | -16.6% | -33.6% | -48.5% |
| YTD | +52.5% | -16.4% | +68.9% | +55.7% |
| 1Y | +51.1% | +8.6% | +42.5% | +42.7% |
| 3Y | +50.3% | -15.1% | +65.4% | +43.4% |
| 5Y | +19.2% | +22.9% | -3.7% | -2.0% |
| All | +98.7% | +874.1% | -775.4% | +1.7% |
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