+200.4%
SE vs DECK
-3.0%
+203.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.4% | -1.2% |
| 7D | -6.1% | -2.2% | -3.9% | -5.7% |
| 30D | -2.5% | -13.6% | +11.1% | +0.2% |
| 3M | +21.7% | -21.2% | +43.0% | +27.2% |
| 6M | +27.0% | -21.1% | +48.1% | +32.4% |
| YTD | -12.1% | -17.2% | +5.1% | -9.4% |
| 1Y | -40.9% | -30.7% | -10.2% | -37.0% |
| All | +200.4% | -3.0% | +203.4% | +220.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling