+319.4%
IR vs DECK
+774.0%
-454.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.2% | -2.2% |
| 7D | +2.3% | +6.0% | -3.7% | +0.2% |
| 30D | +3.3% | +7.4% | -4.1% | +0.6% |
| 3M | -9.0% | -11.7% | +2.6% | -5.4% |
| 6M | +8.0% | -11.0% | +19.0% | +11.5% |
| YTD | +3.4% | -15.4% | +18.8% | +7.4% |
| 1Y | +4.5% | +7.2% | -2.7% | -0.4% |
| 3Y | +25.6% | -11.8% | +37.4% | +17.4% |
| 5Y | +43.8% | +24.3% | +19.5% | +11.9% |
| All | +319.4% | +774.0% | -454.6% | +55.5% |
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