+236.9%
W vs DECK
+885.7%
-648.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.5% | -6.7% | -7.2% |
| 7D | -5.6% | +6.0% | -11.6% | -9.0% |
| 30D | +7.5% | +7.4% | +0.1% | +2.7% |
| 3M | +5.4% | -11.7% | +17.1% | +13.9% |
| 6M | +79.4% | -11.0% | +90.4% | +93.7% |
| YTD | +12.9% | -15.4% | +28.3% | +22.6% |
| 1Y | +12.4% | +7.2% | +5.2% | +3.2% |
| 3Y | +128.5% | -11.8% | +140.3% | +119.9% |
| 5Y | -54.0% | +24.3% | -78.3% | -65.3% |
| All | +236.9% | +885.7% | -648.7% | +5.0% |
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