+960.5%
DECK vs FIVE
+868.1%
+92.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.6% | -0.3% |
| 7D | -2.2% | +4.3% | -6.5% | -3.7% |
| 30D | -13.6% | +12.5% | -26.1% | -17.4% |
| 3M | -21.2% | +31.2% | -52.5% | -29.1% |
| 6M | -21.1% | +14.4% | -35.5% | -26.1% |
| YTD | -17.2% | +33.9% | -51.1% | -26.9% |
| 1Y | -30.7% | +65.1% | -95.8% | -43.7% |
| 3Y | -3.4% | +49.0% | -52.3% | -25.1% |
| 5Y | +25.5% | +30.3% | -4.8% | -0.9% |
| 10Y | +714.7% | +481.1% | +233.5% | +284.5% |
| All | +960.5% | +868.1% | +92.3% | +314.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling