+155.0%
SO vs DECK
+718.3%
-563.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.8% |
| 7D | -0.2% | -2.2% | +2.1% | 0.0% |
| 30D | -4.6% | -13.6% | +9.0% | -3.7% |
| 3M | -3.0% | -21.2% | +18.2% | -1.6% |
| 6M | -8.3% | -21.1% | +12.8% | -7.1% |
| YTD | +3.5% | -17.2% | +20.8% | +4.4% |
| 1Y | -0.9% | -30.7% | +29.8% | +0.9% |
| 3Y | +45.4% | -3.4% | +48.7% | +39.5% |
| 5Y | +59.6% | +25.5% | +34.1% | +47.0% |
| All | +155.0% | +718.3% | -563.3% | +109.8% |
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