+82.5%
SPY vs DECK
-11.0%
+93.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.0% | -4.3% | +0.8% |
| 7D | -0.7% | +10.4% | -11.1% | -2.2% |
| 30D | -1.0% | +11.1% | -12.1% | -2.7% |
| 3M | -0.3% | -10.8% | +10.4% | +1.2% |
| 6M | +7.3% | -8.7% | +16.1% | +8.2% |
| YTD | +13.3% | -14.0% | +27.4% | +14.7% |
| 1Y | +14.8% | +12.0% | +2.8% | +11.1% |
| All | +82.5% | -11.0% | +93.5% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling