+238.5%
TER vs DECK
-3.0%
+241.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +5.1% |
| 7D | +0.6% | -2.2% | +2.8% | +1.3% |
| 30D | -8.3% | -13.6% | +5.3% | -4.7% |
| 3M | -12.2% | -21.2% | +9.0% | -7.1% |
| 6M | +17.1% | -21.1% | +38.2% | +24.1% |
| YTD | +84.7% | -17.2% | +101.9% | +91.4% |
| 1Y | +199.9% | -30.7% | +230.7% | +227.7% |
| All | +238.5% | -3.0% | +241.5% | +266.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling