+5,387.7%
O vs DECK
+9,261.1%
-3,873.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.3% | -0.9% |
| 7D | -0.7% | -2.2% | +1.5% | -0.5% |
| 30D | -1.9% | -13.6% | +11.7% | -0.5% |
| 3M | +3.8% | -21.2% | +25.1% | +6.1% |
| 6M | -4.7% | -21.1% | +16.3% | -2.9% |
| YTD | +12.5% | -17.2% | +29.7% | +13.9% |
| 1Y | +10.8% | -30.7% | +41.6% | +13.9% |
| 3Y | +28.8% | -3.4% | +32.1% | +24.8% |
| 5Y | +13.2% | +25.5% | -12.4% | +5.3% |
| 10Y | +53.5% | +714.7% | -661.2% | +17.8% |
| All | +5,387.7% | +9,261.1% | -3,873.3% | +3,485.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling