+71.9%
O vs DECK
+937.4%
-865.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.0% | -3.0% | +2.0% |
| 7D | +5.8% | +10.4% | -4.5% | +4.1% |
| 30D | +10.7% | +11.1% | -0.4% | +8.7% |
| 3M | -4.5% | -10.8% | +6.3% | -2.9% |
| 6M | -4.1% | -8.7% | +4.6% | -3.1% |
| YTD | +9.8% | -14.0% | +23.9% | +11.3% |
| 1Y | +11.3% | +12.0% | -0.7% | +7.7% |
| 3Y | +37.5% | -10.5% | +47.9% | +28.3% |
| 5Y | +11.3% | +28.5% | -17.2% | -7.7% |
| 10Y | +71.9% | +923.3% | -851.3% | -1.0% |
| All | +71.9% | +937.4% | -865.4% | -1.0% |
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