+50.6%
LYB vs DECK
+11.2%
+39.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.0% | -10.7% | -3.5% |
| 7D | -6.2% | +10.4% | -16.6% | -4.3% |
| 30D | +6.3% | +11.1% | -4.8% | +8.7% |
| 3M | +4.1% | -10.8% | +14.9% | +2.5% |
| 6M | -15.5% | -8.7% | -6.7% | -15.7% |
| YTD | +50.2% | -14.0% | +64.3% | +48.3% |
| 1Y | +50.6% | +12.0% | +38.6% | +35.1% |
| All | +50.6% | +11.2% | +39.4% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling