-48.8%
SE vs DECK
+11.2%
-60.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.0% | -1.5% | +3.5% |
| 7D | +6.7% | +10.4% | -3.7% | +5.1% |
| 30D | -17.2% | +11.1% | -28.3% | -18.5% |
| 3M | -28.0% | -10.8% | -17.3% | -27.1% |
| 6M | -6.1% | -8.7% | +2.6% | -5.3% |
| YTD | -37.1% | -14.0% | -23.1% | -34.7% |
| 1Y | -48.8% | +12.0% | -60.8% | -42.9% |
| All | -48.8% | +11.2% | -60.0% | -42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling