+393.2%
SE vs DECK
+713.8%
-320.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.0% | -1.5% | +1.9% |
| 7D | +6.7% | +10.4% | -3.7% | +2.3% |
| 30D | -17.2% | +11.1% | -28.3% | -20.9% |
| 3M | -28.0% | -10.8% | -17.3% | -25.0% |
| 6M | -6.1% | -8.7% | +2.6% | -3.8% |
| YTD | -37.1% | -14.0% | -23.1% | -35.0% |
| 1Y | -48.8% | +12.0% | -60.8% | -53.3% |
| 3Y | +79.0% | -10.5% | +89.5% | +55.2% |
| 5Y | -77.5% | +28.5% | -106.0% | -84.9% |
| All | +393.2% | +713.8% | -320.6% | +127.8% |
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