+1,499.2%
SRE vs DECK
+22,814.0%
-21,314.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.0% | -8.9% | -3.3% |
| 7D | -2.1% | +10.4% | -12.5% | -2.7% |
| 30D | +6.1% | +11.1% | -5.0% | +5.3% |
| 3M | -3.5% | -10.8% | +7.2% | -2.9% |
| 6M | -10.8% | -8.7% | -2.0% | -10.5% |
| YTD | -4.0% | -14.0% | +10.1% | -3.5% |
| 1Y | -7.7% | +12.0% | -19.7% | -8.8% |
| 3Y | +25.9% | -10.5% | +36.3% | +24.3% |
| 5Y | +52.3% | +28.5% | +23.8% | +45.4% |
| 10Y | +122.6% | +923.3% | -800.7% | +85.6% |
| All | +1,499.2% | +22,814.0% | -21,314.7% | +1,050.0% |
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