+163.6%
W vs DECK
+466.2%
-302.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +1.0% | +1.6% |
| 7D | -4.2% | -2.2% | -2.0% | -2.8% |
| 30D | -7.6% | -13.6% | +6.0% | +0.7% |
| 3M | +37.2% | -21.2% | +58.4% | +58.2% |
| 6M | +26.3% | -21.1% | +47.4% | +45.9% |
| YTD | -1.0% | -17.2% | +16.3% | +8.5% |
| 1Y | +20.1% | -30.7% | +50.8% | +43.1% |
| 3Y | +37.8% | -3.4% | +41.1% | +27.0% |
| 5Y | -63.7% | +25.5% | -89.2% | -71.1% |
| 10Y | +156.3% | +714.7% | -558.3% | -5.4% |
| All | +163.6% | +466.2% | -302.6% | -3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling