+11.1%
O vs DECK
+25.8%
-14.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | +4.5% | +6.0% | -1.5% | +4.1% |
| 30D | +10.2% | +7.4% | +2.8% | +9.6% |
| 3M | -3.8% | -11.7% | +7.9% | -3.0% |
| 6M | -3.8% | -11.0% | +7.1% | -3.2% |
| YTD | +10.3% | -15.4% | +25.7% | +11.1% |
| 1Y | +11.9% | +7.2% | +4.6% | +11.0% |
| 3Y | +38.1% | -11.8% | +50.0% | +32.0% |
| 5Y | +11.1% | +24.3% | -13.2% | +1.6% |
| All | +11.1% | +25.8% | -14.7% | +1.6% |
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 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