+62.9%
ON vs DECK
+25.5%
+37.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.3% |
| 7D | +2.4% | -2.2% | +4.7% | +3.5% |
| 30D | -3.3% | -13.6% | +10.3% | +2.8% |
| 3M | -43.6% | -21.2% | -22.3% | -38.1% |
| 6M | +19.0% | -21.1% | +40.0% | +29.6% |
| YTD | +37.4% | -17.2% | +54.6% | +43.4% |
| 1Y | +54.8% | -30.7% | +85.5% | +75.0% |
| 3Y | -25.2% | -3.4% | -21.8% | -38.3% |
| All | +62.9% | +25.5% | +37.4% | +2.6% |
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