-85.6%
SMR vs DECK
+11.2%
-96.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.0% | -10.4% | -5.7% |
| 7D | -9.5% | +10.4% | -19.9% | -11.5% |
| 30D | -33.2% | +11.1% | -44.3% | -34.7% |
| 3M | -45.9% | -10.8% | -35.2% | -44.7% |
| 6M | -57.9% | -8.7% | -49.1% | -57.5% |
| YTD | -63.8% | -14.0% | -49.8% | -62.4% |
| 1Y | -85.6% | +12.0% | -97.6% | -87.6% |
| All | -85.6% | +11.2% | -96.9% | -87.6% |
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