+8,329.0%
QLD vs DECK
+4,298.1%
+4,030.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.0% | -4.1% | -0.8% |
| 7D | -9.4% | +10.4% | -19.8% | -13.5% |
| 30D | -17.1% | +11.1% | -28.2% | -21.2% |
| 3M | -10.4% | -10.8% | +0.4% | -6.4% |
| 6M | +0.7% | -8.7% | +9.5% | +3.0% |
| YTD | +17.7% | -14.0% | +31.8% | +21.2% |
| 1Y | +14.7% | +12.0% | +2.6% | +4.0% |
| 3Y | +169.6% | -10.5% | +180.1% | +151.7% |
| 5Y | +86.7% | +28.5% | +58.2% | +46.3% |
| 10Y | +1,600.8% | +923.3% | +677.5% | +410.1% |
| All | +8,329.0% | +4,298.1% | +4,030.9% | +815.4% |
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