+630.9%
LYB vs DECK
+922.2%
-291.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.3% |
| 7D | -0.2% | -2.2% | +2.0% | +0.3% |
| 30D | +8.7% | -13.6% | +22.3% | +12.7% |
| 3M | -3.0% | -21.2% | +18.2% | +2.5% |
| 6M | +4.7% | -21.1% | +25.8% | +9.0% |
| YTD | +51.6% | -17.2% | +68.8% | +54.3% |
| 1Y | +24.4% | -30.7% | +55.1% | +32.0% |
| 3Y | -23.5% | -3.4% | -20.1% | -30.8% |
| 5Y | -6.5% | +25.5% | -32.0% | -24.9% |
| 10Y | +40.5% | +714.7% | -674.2% | -35.8% |
| All | +630.9% | +922.2% | -291.3% | +174.7% |
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