+2,823.2%
SPY vs DECK
+8,125.5%
-5,302.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.0% | -4.3% | +1.1% |
| 7D | -0.7% | +10.4% | -11.1% | -1.6% |
| 30D | -1.0% | +11.1% | -12.1% | -2.0% |
| 3M | -0.3% | -10.8% | +10.4% | +0.6% |
| 6M | +7.3% | -8.7% | +16.1% | +7.9% |
| YTD | +13.3% | -14.0% | +27.4% | +14.2% |
| 1Y | +14.8% | +12.0% | +2.8% | +12.9% |
| 3Y | +82.9% | -10.5% | +93.4% | +80.8% |
| 5Y | +75.6% | +28.5% | +47.1% | +66.7% |
| 10Y | +330.5% | +923.3% | -592.7% | +243.9% |
| All | +2,823.2% | +8,125.5% | -5,302.3% | +1,856.2% |
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 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