-69.4%
U vs DECK
+25.5%
-95.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.5% | -1.8% |
| 7D | -3.8% | -2.2% | -1.6% | -2.7% |
| 30D | +17.5% | -13.6% | +31.0% | +26.1% |
| 3M | +38.7% | -21.2% | +60.0% | +55.5% |
| 6M | +104.4% | -21.1% | +125.5% | +126.8% |
| YTD | -5.7% | -17.2% | +11.5% | -3.1% |
| 1Y | +3.7% | -30.7% | +34.4% | +16.5% |
| 3Y | +12.3% | -3.4% | +15.7% | -23.0% |
| All | -69.4% | +25.5% | -95.0% | -86.8% |
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