+110.2%
SPOT vs DECK
+23.3%
+86.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.5% |
| 7D | +1.6% | +5.8% | -4.1% | 0.0% |
| 30D | +17.6% | +7.9% | +9.7% | +14.9% |
| 3M | +26.9% | -11.4% | +38.3% | +31.0% |
| 6M | +41.8% | -16.6% | +58.4% | +48.5% |
| YTD | +3.8% | -16.4% | +20.2% | +7.3% |
| 1Y | -2.5% | +8.6% | -11.1% | -7.5% |
| 3Y | +260.6% | -15.1% | +275.7% | +211.4% |
| All | +110.2% | +23.3% | +86.9% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling