+101.3%
USB vs DECK
+937.4%
-836.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.0% | -4.1% | +0.5% |
| 7D | +2.4% | +10.4% | -8.0% | 0.0% |
| 30D | +6.6% | +11.1% | -4.5% | +3.8% |
| 3M | -4.1% | -10.8% | +6.7% | -1.7% |
| 6M | +12.5% | -8.7% | +21.2% | +14.2% |
| YTD | +17.6% | -14.0% | +31.7% | +20.1% |
| 1Y | +36.5% | +12.0% | +24.5% | +30.3% |
| 3Y | +95.4% | -10.5% | +105.9% | +85.1% |
| 5Y | +26.1% | +28.5% | -2.4% | +4.8% |
| 10Y | +101.3% | +923.3% | -822.0% | +11.8% |
| All | +101.3% | +937.4% | -836.1% | +11.8% |
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 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