+1,283.3%
TEVA vs DECK
+7,820.9%
-6,537.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.8% |
| 7D | -0.2% | -2.2% | +2.0% | -0.1% |
| 30D | +4.7% | -13.6% | +18.3% | +5.8% |
| 3M | +5.6% | -21.2% | +26.9% | +7.3% |
| 6M | +10.5% | -21.1% | +31.6% | +12.1% |
| YTD | +16.5% | -17.2% | +33.7% | +17.6% |
| 1Y | +96.8% | -30.7% | +127.5% | +100.8% |
| 3Y | +269.5% | -3.4% | +272.9% | +264.0% |
| 5Y | +283.5% | +25.5% | +258.0% | +268.1% |
| 10Y | -25.9% | +714.7% | -740.6% | -36.0% |
| All | +1,283.3% | +7,820.9% | -6,537.6% | +980.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling