+3,635.3%
STX vs DECK
+718.3%
+2,917.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.8% | +6.0% |
| 7D | +2.4% | -2.2% | +4.6% | +2.8% |
| 30D | +1.4% | -13.6% | +15.0% | +4.2% |
| 3M | -8.2% | -21.2% | +13.0% | -4.7% |
| 6M | +127.0% | -21.1% | +148.1% | +135.1% |
| YTD | +209.1% | -17.2% | +226.4% | +213.2% |
| 1Y | +365.4% | -30.7% | +396.2% | +388.2% |
| 3Y | +1,135.4% | -3.4% | +1,138.7% | +1,034.5% |
| 5Y | +991.5% | +25.5% | +966.0% | +804.4% |
| All | +3,635.3% | +718.3% | +2,917.0% | +2,258.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling