+284.8%
TEVA vs DECK
+25.5%
+259.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.0% |
| 7D | -0.2% | -2.2% | +2.0% | +0.2% |
| 30D | +4.7% | -13.6% | +18.3% | +7.4% |
| 3M | +5.6% | -21.2% | +26.9% | +9.9% |
| 6M | +10.5% | -21.1% | +31.6% | +14.5% |
| YTD | +16.5% | -17.2% | +33.7% | +19.2% |
| 1Y | +96.8% | -30.7% | +127.5% | +106.6% |
| 3Y | +269.5% | -3.4% | +272.9% | +239.1% |
| All | +284.8% | +25.5% | +259.2% | +191.0% |
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 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