-0.4%
UL vs DECK
+8.9%
-9.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +2.6% | +6.8% | -4.2% | +1.2% |
| 30D | +6.8% | +8.3% | -1.6% | +4.9% |
| 3M | +5.7% | -7.9% | +13.6% | +7.1% |
| 6M | +15.9% | -10.6% | +26.5% | +17.8% |
| YTD | +4.3% | -13.4% | +17.7% | +6.6% |
| 1Y | -0.4% | +12.5% | -12.9% | -1.9% |
| All | -0.4% | +8.9% | -9.3% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling