+3,608.8%
SHOP vs DECK
+874.1%
+2,734.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +4.1% |
| 7D | -5.4% | +5.8% | -11.2% | -7.8% |
| 30D | -10.3% | +7.9% | -18.2% | -13.4% |
| 3M | +1.0% | -11.4% | +12.4% | +6.7% |
| 6M | +41.2% | -16.6% | +57.8% | +53.0% |
| YTD | -7.5% | -16.4% | +8.9% | -2.8% |
| 1Y | -4.6% | +8.6% | -13.2% | -12.4% |
| 3Y | +146.4% | -15.1% | +161.5% | +134.7% |
| 5Y | -2.5% | +22.9% | -25.4% | -26.3% |
| All | +3,608.8% | +874.1% | +2,734.8% | +1,628.0% |
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