+534.7%
QQQ vs DECK
+753.0%
-218.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.9% |
| 7D | +3.6% | +0.1% | +3.5% | +3.5% |
| 30D | -6.7% | +4.8% | -11.6% | -7.9% |
| 3M | -7.0% | -6.9% | -0.1% | -5.8% |
| 6M | -4.7% | -7.6% | +2.9% | -3.8% |
| YTD | +11.1% | -16.3% | +27.3% | +13.6% |
| 1Y | +12.3% | +4.5% | +7.8% | +8.3% |
| 3Y | +83.3% | -17.1% | +100.4% | +76.6% |
| 5Y | +77.5% | +21.9% | +55.6% | +47.4% |
| All | +534.7% | +753.0% | -218.3% | +270.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling