+237.3%
P vs DECK
+25.8%
+211.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -1.5% | -14.9% | -15.9% |
| 7D | -31.9% | +6.0% | -37.9% | -33.3% |
| 30D | -36.5% | +7.4% | -44.0% | -38.2% |
| 3M | +11.6% | -11.7% | +23.2% | +15.2% |
| 6M | +25.2% | -11.0% | +36.2% | +27.2% |
| YTD | +39.4% | -15.4% | +54.8% | +41.6% |
| 1Y | -3.7% | +7.2% | -10.9% | -11.7% |
| 3Y | +167.3% | -11.8% | +179.1% | +149.5% |
| 5Y | +237.3% | +24.3% | +213.0% | +179.8% |
| All | +237.3% | +25.8% | +211.5% | +179.8% |
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