+74.4%
SPY vs DECK
-12.4%
+86.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -4.2% |
| 7D | -4.7% | +6.0% | -10.7% | -5.6% |
| 30D | -5.9% | +7.4% | -13.4% | -7.0% |
| 3M | -4.5% | -11.7% | +7.1% | -2.9% |
| 6M | +1.8% | -11.0% | +12.7% | +3.0% |
| YTD | +8.3% | -15.4% | +23.7% | +9.9% |
| 1Y | +9.3% | +7.2% | +2.1% | +6.6% |
| All | +74.4% | -12.4% | +86.8% | +73.2% |
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