-72.0%
U vs DECK
+31.2%
-103.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.0% | -1.1% | +1.8% |
| 7D | +7.5% | +10.4% | -2.9% | +2.1% |
| 30D | -7.0% | +11.1% | -18.1% | -12.1% |
| 3M | +20.6% | -10.8% | +31.3% | +27.2% |
| 6M | +53.2% | -8.7% | +61.9% | +58.0% |
| YTD | -3.9% | -14.0% | +10.2% | -3.4% |
| 1Y | +18.4% | +12.0% | +6.3% | +0.2% |
| 3Y | +53.6% | -10.5% | +64.1% | +13.5% |
| 5Y | -72.0% | +28.5% | -100.5% | -87.7% |
| All | -72.0% | +31.2% | -103.2% | -87.7% |
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 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