+307.8%
P vs DECK
+31.2%
+276.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +6.0% | -11.0% | -6.8% |
| 7D | -19.4% | +10.4% | -29.7% | -22.0% |
| 30D | -22.3% | +11.1% | -33.4% | -25.2% |
| 3M | +33.2% | -10.8% | +44.0% | +37.0% |
| 6M | +53.6% | -8.7% | +62.4% | +54.7% |
| YTD | +66.8% | -14.0% | +80.8% | +68.4% |
| 1Y | +17.5% | +12.0% | +5.5% | +5.9% |
| 3Y | +219.7% | -10.5% | +230.2% | +196.7% |
| 5Y | +307.8% | +28.5% | +279.3% | +230.8% |
| All | +307.8% | +31.2% | +276.5% | +230.8% |
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