+598.7%
LYB vs DECK
+932.9%
-334.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | -11.5% | +5.8% | -17.3% | -12.9% |
| 30D | +3.8% | +7.9% | -4.1% | +1.5% |
| 3M | -0.2% | -11.4% | +11.3% | +2.3% |
| 6M | -15.6% | -16.6% | +0.9% | -12.9% |
| YTD | +44.9% | -16.4% | +61.3% | +46.4% |
| 1Y | +52.3% | +8.6% | +43.7% | +42.6% |
| 3Y | -19.9% | -15.1% | -4.8% | -24.6% |
| 5Y | -8.0% | +22.9% | -30.8% | -25.4% |
| 10Y | +36.4% | +895.7% | -859.3% | -41.0% |
| All | +598.7% | +932.9% | -334.3% | +160.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling