-58.4%
TEAM vs DECK
+25.8%
-84.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -1.9% | -2.9% |
| 7D | -10.2% | +6.0% | -16.2% | -12.3% |
| 30D | -5.5% | +7.4% | -13.0% | -8.3% |
| 3M | +61.7% | -11.7% | +73.4% | +68.7% |
| 6M | +98.5% | -11.0% | +109.4% | +105.8% |
| YTD | +13.0% | -15.4% | +28.4% | +16.4% |
| 1Y | +13.5% | +7.2% | +6.3% | +5.1% |
| 3Y | +3.6% | -11.8% | +15.4% | -22.4% |
| 5Y | -58.4% | +24.3% | -82.7% | -76.9% |
| All | -58.4% | +25.8% | -84.1% | -76.9% |
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