+531.6%
RF vs DECK
+8,125.5%
-7,593.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.0% | -4.5% | +0.6% |
| 7D | +2.3% | +10.4% | -8.1% | +0.7% |
| 30D | +7.2% | +11.1% | -3.9% | +5.4% |
| 3M | -8.2% | -10.8% | +2.6% | -6.8% |
| 6M | +7.0% | -8.7% | +15.8% | +8.1% |
| YTD | +10.3% | -14.0% | +24.3% | +11.9% |
| 1Y | +25.1% | +12.0% | +13.0% | +21.8% |
| 3Y | +110.3% | -10.5% | +120.8% | +106.4% |
| 5Y | +47.1% | +28.5% | +18.6% | +34.7% |
| 10Y | +297.9% | +923.3% | -625.3% | +172.2% |
| All | +531.6% | +8,125.5% | -7,593.9% | +259.3% |
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