-37.9%
U vs DECK
+148.1%
-186.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.0% | -1.1% | +1.9% |
| 7D | +7.5% | +10.4% | -2.9% | +2.3% |
| 30D | -7.0% | +11.1% | -18.1% | -11.9% |
| 3M | +20.6% | -10.8% | +31.3% | +26.9% |
| 6M | +53.2% | -8.7% | +61.9% | +57.9% |
| YTD | -3.9% | -14.0% | +10.2% | -3.3% |
| 1Y | +18.4% | +12.0% | +6.3% | +1.4% |
| 3Y | +53.6% | -10.5% | +64.1% | +23.2% |
| 5Y | -72.0% | +28.5% | -100.5% | -85.5% |
| All | -37.9% | +148.1% | -186.0% | -76.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling