+1,483.6%
SOXX vs DECK
+739.5%
+744.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +2.0% | +3.0% |
| 7D | +2.2% | -2.2% | +4.4% | +3.0% |
| 30D | -2.0% | -13.6% | +11.6% | +2.7% |
| 3M | -13.7% | -21.2% | +7.5% | -7.4% |
| 6M | +52.4% | -21.1% | +73.5% | +62.9% |
| YTD | +72.8% | -17.2% | +90.0% | +79.2% |
| 1Y | +113.9% | -30.7% | +144.7% | +133.9% |
| 3Y | +210.7% | -3.4% | +214.1% | +180.2% |
| 5Y | +244.6% | +25.5% | +219.1% | +169.8% |
| All | +1,483.6% | +739.5% | +744.1% | +714.3% |
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