+587.7%
XYZ vs DECK
+885.7%
-297.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.4% |
| 7D | +9.2% | +6.0% | +3.2% | +6.5% |
| 30D | +9.8% | +7.4% | +2.4% | +6.4% |
| 3M | -0.2% | -11.7% | +11.5% | +5.7% |
| 6M | +18.0% | -11.0% | +28.9% | +23.6% |
| YTD | +29.1% | -15.4% | +44.5% | +35.3% |
| 1Y | +14.1% | +7.2% | +6.9% | +5.7% |
| 3Y | +72.6% | -11.8% | +84.5% | +56.5% |
| 5Y | -64.6% | +24.3% | -88.9% | -74.7% |
| All | +587.7% | +885.7% | -297.9% | +173.0% |
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