+2,514.3%
SOXX vs DECK
+42,217.2%
-39,702.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +2.0% | +3.2% |
| 7D | +2.2% | -2.2% | +4.4% | +2.8% |
| 30D | -2.0% | -13.6% | +11.6% | +1.2% |
| 3M | -13.7% | -21.2% | +7.5% | -9.4% |
| 6M | +52.4% | -21.1% | +73.5% | +59.6% |
| YTD | +72.8% | -17.2% | +90.0% | +77.5% |
| 1Y | +113.9% | -30.7% | +144.7% | +127.4% |
| 3Y | +210.7% | -3.4% | +214.1% | +196.7% |
| 5Y | +244.6% | +25.5% | +219.1% | +205.6% |
| 10Y | +1,468.0% | +714.7% | +753.4% | +818.2% |
| All | +2,514.3% | +42,217.2% | -39,702.9% | +708.1% |
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 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