+404.5%
TEVA vs DECK
-17.3%
+421.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +1.6% |
| 7D | +4.4% | +0.1% | +4.3% | +4.4% |
| 30D | +9.3% | +4.8% | +4.5% | +8.4% |
| 3M | +21.9% | -6.9% | +28.8% | +22.8% |
| 6M | +22.8% | -7.6% | +30.3% | +23.6% |
| YTD | +42.6% | -16.3% | +58.8% | +44.8% |
| 1Y | +74.2% | +4.5% | +69.8% | +71.1% |
| 3Y | +404.5% | -17.1% | +421.6% | +362.9% |
| All | +404.5% | -17.3% | +421.8% | +362.9% |
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 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