+1,259.7%
SOXX vs DECK
+730.5%
+529.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +1.2% |
| 7D | +17.5% | -3.7% | +21.2% | +19.0% |
| 30D | -14.5% | +0.6% | -15.1% | -15.0% |
| 3M | -14.9% | -7.3% | -7.6% | -13.3% |
| 6M | -9.8% | -10.9% | +1.1% | -7.9% |
| YTD | +54.7% | -18.5% | +73.1% | +60.5% |
| 1Y | +55.7% | +0.2% | +55.5% | +49.2% |
| 3Y | +186.8% | -19.8% | +206.6% | +178.2% |
| 5Y | +176.7% | +18.7% | +158.0% | +120.0% |
| All | +1,259.7% | +730.5% | +529.2% | +577.1% |
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