+104.6%
UL vs DECK
+870.0%
-765.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +2.6% | +6.8% | -4.2% | +1.9% |
| 30D | +6.8% | +8.3% | -1.6% | +5.9% |
| 3M | +5.7% | -7.9% | +13.6% | +6.4% |
| 6M | +15.9% | -10.6% | +26.5% | +16.9% |
| YTD | +4.3% | -13.4% | +17.7% | +5.2% |
| 1Y | -0.4% | +12.5% | -12.9% | -1.8% |
| 3Y | +35.0% | -14.9% | +49.8% | +32.1% |
| 5Y | +31.6% | +27.5% | +4.1% | +20.0% |
| 10Y | +104.6% | +839.4% | -734.8% | +57.3% |
| All | +104.6% | +870.0% | -765.4% | +57.3% |
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