+1,530.3%
MOD vs DECK
+25.5%
+1,504.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.8% | +3.6% |
| 7D | +9.6% | -2.2% | +11.8% | +10.7% |
| 30D | 0.0% | -13.6% | +13.6% | +6.4% |
| 3M | -35.4% | -21.2% | -14.1% | -29.3% |
| 6M | -7.3% | -21.1% | +13.8% | +1.1% |
| YTD | +45.8% | -17.2% | +63.0% | +54.5% |
| 1Y | +43.1% | -30.7% | +73.9% | +62.4% |
| 3Y | +297.7% | -3.4% | +301.0% | +265.2% |
| All | +1,530.3% | +25.5% | +1,504.8% | +1,073.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling