+427.0%
MAR vs DECK
+718.3%
-291.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | -0.4% |
| 7D | -4.2% | -2.2% | -1.9% | -3.5% |
| 30D | -6.7% | -13.6% | +6.9% | -2.4% |
| 3M | -12.5% | -21.2% | +8.8% | -6.1% |
| 6M | +0.6% | -21.1% | +21.7% | +7.4% |
| YTD | +9.1% | -17.2% | +26.3% | +13.7% |
| 1Y | +26.2% | -30.7% | +57.0% | +37.9% |
| 3Y | +68.2% | -3.4% | +71.5% | +50.4% |
| 5Y | +163.9% | +25.5% | +138.4% | +104.3% |
| All | +427.0% | +718.3% | -291.3% | +145.6% |
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