+2,905.4%
SO vs DECK
+7,524.6%
-4,619.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +1.1% |
| 7D | +1.0% | -2.3% | +3.4% | +1.1% |
| 30D | -3.2% | -15.2% | +12.0% | -2.8% |
| 3M | -1.7% | -24.7% | +23.0% | -1.0% |
| 6M | -7.2% | -20.8% | +13.6% | -6.7% |
| YTD | +4.6% | -20.3% | +24.9% | +5.0% |
| 1Y | +1.2% | -29.5% | +30.7% | +1.9% |
| 3Y | +45.3% | -6.0% | +51.3% | +44.1% |
| 5Y | +58.7% | +23.5% | +35.2% | +55.5% |
| 10Y | +155.9% | +723.9% | -568.1% | +138.5% |
| All | +2,905.4% | +7,524.6% | -4,619.2% | +2,538.0% |
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