+888.8%
DECK vs FIVE
+566.1%
+322.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.7% | +0.2% |
| 7D | +6.0% | -1.7% | +7.7% | +6.8% |
| 30D | +7.4% | +14.9% | -7.5% | +1.5% |
| 3M | -11.7% | +7.6% | -19.3% | -14.7% |
| 6M | -11.0% | +6.4% | -17.4% | -14.6% |
| YTD | -15.4% | +28.1% | -43.5% | -25.3% |
| 1Y | +7.2% | +54.7% | -47.5% | -12.6% |
| 3Y | -11.8% | +36.1% | -47.9% | -31.1% |
| 5Y | +24.3% | +14.9% | +9.4% | +0.1% |
| All | +888.8% | +566.1% | +322.7% | +263.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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