+20.2%
LUV vs DECK
+870.0%
-849.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.3% |
| 7D | +6.6% | +6.8% | -0.2% | +4.5% |
| 30D | +11.2% | +8.3% | +2.9% | +8.5% |
| 3M | +3.6% | -7.9% | +11.5% | +6.1% |
| 6M | +13.1% | -10.6% | +23.7% | +16.7% |
| YTD | +13.6% | -13.4% | +27.0% | +17.4% |
| 1Y | +44.4% | +12.5% | +31.9% | +37.9% |
| 3Y | +113.2% | -14.9% | +128.1% | +106.1% |
| 5Y | +1.5% | +27.5% | -25.9% | -17.8% |
| 10Y | +20.2% | +839.4% | -819.2% | -37.4% |
| All | +20.2% | +870.0% | -849.9% | -37.4% |
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