+76.9%
TER vs DECK
+31.2%
+45.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +6.0% | -12.8% | -8.9% |
| 7D | -19.9% | +10.4% | -30.2% | -23.0% |
| 30D | -43.5% | +11.1% | -54.6% | -46.0% |
| 3M | -37.8% | -10.8% | -27.0% | -35.8% |
| 6M | -25.6% | -8.7% | -16.8% | -25.2% |
| YTD | +29.8% | -14.0% | +43.9% | +32.8% |
| 1Y | +43.2% | +12.0% | +31.1% | +30.7% |
| 3Y | +189.3% | -10.5% | +199.8% | +158.8% |
| 5Y | +76.9% | +28.5% | +48.4% | +19.8% |
| All | +76.9% | +31.2% | +45.7% | +19.8% |
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