+32.9%
W vs DECK
-3.0%
+35.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +1.0% | +1.6% |
| 7D | -4.2% | -2.2% | -2.0% | -2.9% |
| 30D | -7.6% | -13.6% | +6.0% | +0.2% |
| 3M | +37.2% | -21.2% | +58.4% | +56.8% |
| 6M | +26.3% | -21.1% | +47.4% | +44.4% |
| YTD | -1.0% | -17.2% | +16.3% | +8.4% |
| 1Y | +20.1% | -30.7% | +50.8% | +43.8% |
| All | +32.9% | -3.0% | +35.9% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling