+34.2%
LYB vs DECK
+806.8%
-772.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.8% | +3.7% |
| 7D | -0.6% | -0.8% | +0.2% | -0.5% |
| 30D | +5.3% | +4.9% | +0.5% | +3.7% |
| 3M | -1.2% | -5.8% | +4.6% | -0.3% |
| 6M | -13.1% | -8.6% | -4.6% | -12.4% |
| YTD | +49.3% | -14.7% | +64.1% | +50.0% |
| 1Y | +51.8% | +6.9% | +45.0% | +42.2% |
| 3Y | -18.9% | -16.2% | -2.7% | -24.5% |
| 5Y | -6.9% | +25.3% | -32.1% | -27.3% |
| 10Y | +34.2% | +781.3% | -747.1% | -36.6% |
| All | +34.2% | +806.8% | -772.6% | -36.6% |
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