-12.8%
DECK vs FIVE
+41.4%
-54.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +6.7% | -0.7% | +3.9% |
| 7D | +10.4% | +7.5% | +2.9% | +7.9% |
| 30D | +11.1% | +16.7% | -5.6% | +5.9% |
| 3M | -10.8% | +13.4% | -24.1% | -14.4% |
| 6M | -8.7% | +9.0% | -17.8% | -12.1% |
| YTD | -14.0% | +33.8% | -47.8% | -22.6% |
| 1Y | +12.0% | +61.2% | -49.1% | -4.9% |
| All | -12.8% | +41.4% | -54.2% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling