+7.0%
RF vs DECK
-10.6%
+17.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.0% | -4.5% | +0.2% |
| 7D | +2.3% | +10.4% | -8.1% | +0.1% |
| 30D | +7.2% | +11.1% | -3.9% | +4.6% |
| 3M | -8.2% | -10.8% | +2.6% | -6.0% |
| 6M | +7.0% | -8.7% | +15.8% | +8.1% |
| All | +7.0% | -10.6% | +17.6% | +8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling