+58.4%
NDAQ vs DECK
+25.5%
+32.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.4% | -2.1% |
| 7D | -2.4% | -2.2% | -0.2% | -2.1% |
| 30D | +2.5% | -13.6% | +16.0% | +4.8% |
| 3M | +9.9% | -21.2% | +31.2% | +14.0% |
| 6M | +9.4% | -21.1% | +30.5% | +13.1% |
| YTD | +0.4% | -17.2% | +17.6% | +2.7% |
| 1Y | +4.0% | -30.7% | +34.8% | +9.1% |
| 3Y | +94.4% | -3.4% | +97.7% | +80.3% |
| All | +58.4% | +25.5% | +32.8% | +27.5% |
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