+5.6%
LOW vs DECK
+23.3%
-17.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | +7.4% | +5.8% | +1.6% | +6.0% |
| 30D | +24.5% | +7.9% | +16.6% | +22.2% |
| 3M | +3.5% | -11.4% | +14.9% | +6.5% |
| 6M | -2.6% | -16.6% | +14.0% | +1.6% |
| YTD | -4.8% | -16.4% | +11.5% | -1.4% |
| 1Y | -0.8% | +8.6% | -9.5% | -3.7% |
| 3Y | +22.8% | -15.1% | +37.9% | +15.8% |
| All | +5.6% | +23.3% | -17.6% | -13.1% |
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