+570.5%
XYZ vs DECK
+994.3%
-423.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +6.0% | +9.3% | +12.6% |
| 7D | +16.5% | +10.4% | +6.1% | +11.7% |
| 30D | +15.0% | +11.1% | +3.9% | +9.8% |
| 3M | +3.5% | -10.8% | +14.3% | +9.0% |
| 6M | +21.9% | -8.7% | +30.6% | +26.1% |
| YTD | +34.6% | -14.0% | +48.7% | +39.9% |
| 1Y | +20.7% | +12.0% | +8.7% | +9.9% |
| 3Y | +80.0% | -10.5% | +90.5% | +63.7% |
| 5Y | -64.6% | +28.5% | -93.1% | -74.4% |
| 10Y | +619.5% | +923.3% | -303.8% | +184.7% |
| All | +570.5% | +994.3% | -423.8% | +162.8% |
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 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