+49.2%
SO vs DECK
-11.0%
+60.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.0% | -6.6% | -0.6% |
| 7D | +1.7% | +10.4% | -8.6% | +1.9% |
| 30D | +11.1% | +11.1% | 0.0% | +11.3% |
| 3M | +0.7% | -10.8% | +11.5% | +0.5% |
| 6M | -1.4% | -8.7% | +7.4% | -1.4% |
| YTD | +9.4% | -14.0% | +23.5% | +9.3% |
| 1Y | +3.7% | +12.0% | -8.3% | +4.5% |
| All | +49.2% | -11.0% | +60.1% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling