+125.1%
NDAQ vs DECK
-11.0%
+136.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.0% | -3.4% | +1.8% |
| 7D | +3.9% | +10.4% | -6.4% | +2.6% |
| 30D | +19.0% | +11.1% | +7.9% | +17.3% |
| 3M | +17.6% | -10.8% | +28.3% | +19.0% |
| 6M | +21.0% | -8.7% | +29.7% | +22.1% |
| YTD | +14.1% | -14.0% | +28.1% | +15.6% |
| 1Y | +29.4% | +12.0% | +17.4% | +26.7% |
| All | +125.1% | -11.0% | +136.1% | +127.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling