-56.6%
SMR vs DECK
+84.1%
-140.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -1.5% | -13.3% | -14.4% |
| 7D | -26.2% | +6.0% | -32.2% | -27.6% |
| 30D | -45.5% | +7.4% | -53.0% | -46.7% |
| 3M | -53.4% | -11.7% | -41.8% | -51.9% |
| 6M | -63.2% | -11.0% | -52.2% | -62.3% |
| YTD | -69.2% | -15.4% | -53.8% | -68.2% |
| 1Y | -88.5% | +7.2% | -95.7% | -89.0% |
| 3Y | +26.7% | -11.8% | +38.5% | +35.9% |
| All | -56.6% | +84.1% | -140.7% | -58.3% |
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