+55.5%
T vs DECK
+874.1%
-818.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | +1.0% | +5.8% | -4.7% | +0.5% |
| 30D | -10.6% | +7.9% | -18.5% | -11.2% |
| 3M | -7.7% | -11.4% | +3.7% | -6.8% |
| 6M | -13.3% | -16.6% | +3.3% | -12.1% |
| YTD | -8.8% | -16.4% | +7.6% | -7.8% |
| 1Y | -8.4% | +8.6% | -17.0% | -9.6% |
| 3Y | +59.6% | -15.1% | +74.8% | +54.2% |
| 5Y | +52.1% | +22.9% | +29.2% | +36.4% |
| All | +55.5% | +874.1% | -818.6% | +10.8% |
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