+533.2%
XYZ vs DECK
+953.7%
-420.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.4% |
| 7D | -1.0% | -2.2% | +1.3% | 0.0% |
| 30D | -1.7% | -13.6% | +11.9% | +4.8% |
| 3M | +16.7% | -21.2% | +38.0% | +29.4% |
| 6M | +26.9% | -21.1% | +47.9% | +39.5% |
| YTD | +27.1% | -17.2% | +44.4% | +34.2% |
| 1Y | +9.3% | -30.7% | +40.0% | +23.4% |
| 3Y | +42.3% | -3.4% | +45.6% | +21.9% |
| 5Y | -69.3% | +25.5% | -94.9% | -77.7% |
| 10Y | +586.8% | +714.7% | -127.8% | +187.1% |
| All | +533.2% | +953.7% | -420.5% | +152.2% |
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 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