-3.6%
SMR vs DECK
+80.1%
-83.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.0% |
| 7D | +4.4% | -2.2% | +6.6% | +5.1% |
| 30D | +3.4% | -13.6% | +17.0% | +7.8% |
| 3M | -19.2% | -21.2% | +2.1% | -13.8% |
| 6M | -22.6% | -21.1% | -1.6% | -17.5% |
| YTD | -31.5% | -17.2% | -14.3% | -28.6% |
| 1Y | -73.1% | -30.7% | -42.3% | -70.6% |
| 3Y | +55.0% | -3.4% | +58.3% | +66.4% |
| All | -3.6% | +80.1% | -83.7% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling