+13.6%
TER vs DECK
+10.4%
+3.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.5% | -13.7% | -15.1% |
| 7D | -28.2% | +6.0% | -34.2% | -28.5% |
| 30D | -50.6% | +7.4% | -58.0% | -50.9% |
| 3M | -45.3% | -11.7% | -33.7% | -44.3% |
| 6M | -40.4% | -11.0% | -29.4% | -40.5% |
| YTD | +10.0% | -15.4% | +25.4% | +13.7% |
| 1Y | +13.6% | +7.2% | +6.4% | +13.7% |
| All | +13.6% | +10.4% | +3.2% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling