+53.4%
T vs DECK
+25.8%
+27.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | +4.3% | +6.0% | -1.7% | +4.1% |
| 30D | -9.7% | +7.4% | -17.1% | -9.9% |
| 3M | -4.3% | -11.7% | +7.3% | -4.0% |
| 6M | -13.7% | -11.0% | -2.7% | -13.4% |
| YTD | -8.0% | -15.4% | +7.4% | -7.7% |
| 1Y | -6.9% | +7.2% | -14.2% | -7.1% |
| 3Y | +59.7% | -11.8% | +71.6% | +54.8% |
| 5Y | +53.4% | +24.3% | +29.1% | +33.8% |
| All | +53.4% | +25.8% | +27.6% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling