+3,044.9%
SO vs DECK
+8,125.5%
-5,080.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.0% | -6.6% | -0.8% |
| 7D | +1.7% | +10.4% | -8.6% | +1.5% |
| 30D | +11.1% | +11.1% | 0.0% | +10.8% |
| 3M | +0.7% | -10.8% | +11.5% | +0.9% |
| 6M | -1.4% | -8.7% | +7.4% | -1.2% |
| YTD | +9.4% | -14.0% | +23.5% | +9.6% |
| 1Y | +3.7% | +12.0% | -8.3% | +3.2% |
| 3Y | +46.7% | -10.5% | +57.2% | +45.8% |
| 5Y | +78.9% | +28.5% | +50.4% | +75.2% |
| 10Y | +180.3% | +923.3% | -742.9% | +160.1% |
| All | +3,044.9% | +8,125.5% | -5,080.7% | +2,654.5% |
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