+2,828.8%
SPY vs DECK
+7,820.9%
-4,992.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -1.9% | -0.5% |
| 7D | +0.1% | -2.2% | +2.3% | +0.3% |
| 30D | +0.1% | -13.6% | +13.6% | +1.3% |
| 3M | +2.0% | -21.2% | +23.2% | +4.0% |
| 6M | +13.0% | -21.1% | +34.1% | +15.1% |
| YTD | +13.5% | -17.2% | +30.8% | +14.9% |
| 1Y | +20.0% | -30.7% | +50.7% | +23.0% |
| 3Y | +77.2% | -3.4% | +80.5% | +73.9% |
| 5Y | +81.9% | +25.5% | +56.3% | +72.9% |
| 10Y | +314.1% | +714.7% | -400.6% | +236.2% |
| All | +2,828.8% | +7,820.9% | -4,992.1% | +1,867.9% |
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