+1,001.3%
DECK vs FIVE
+867.4%
+133.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +6.7% | -0.7% | +3.5% |
| 7D | +10.4% | +7.5% | +2.9% | +7.5% |
| 30D | +11.1% | +16.7% | -5.6% | +4.9% |
| 3M | -10.8% | +13.4% | -24.1% | -15.1% |
| 6M | -8.7% | +9.0% | -17.8% | -12.8% |
| YTD | -14.0% | +33.8% | -47.8% | -24.2% |
| 1Y | +12.0% | +61.2% | -49.1% | -7.9% |
| 3Y | -10.5% | +42.1% | -52.6% | -29.3% |
| 5Y | +28.5% | +21.4% | +7.1% | +4.0% |
| 10Y | +923.3% | +609.1% | +314.2% | +361.8% |
| All | +1,001.3% | +867.4% | +133.8% | +330.1% |
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