+365.1%
SE vs DECK
+701.3%
-336.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.5% | -4.1% | -5.0% |
| 7D | -1.2% | +6.0% | -7.2% | -3.6% |
| 30D | -21.7% | +7.4% | -29.1% | -24.1% |
| 3M | -34.2% | -11.7% | -22.5% | -31.1% |
| 6M | -10.5% | -11.0% | +0.5% | -7.3% |
| YTD | -40.7% | -15.4% | -25.3% | -38.3% |
| 1Y | -52.1% | +7.2% | -59.3% | -55.5% |
| 3Y | +68.9% | -11.8% | +80.7% | +47.4% |
| 5Y | -78.9% | +24.3% | -103.2% | -85.6% |
| All | +365.1% | +701.3% | -336.1% | +116.3% |
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 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