+888.8%
DECK vs FLR
+7.4%
+881.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.0% | -0.4% |
| 7D | +6.0% | -5.4% | +11.4% | +7.2% |
| 30D | +7.4% | -13.5% | +20.9% | +10.5% |
| 3M | -11.7% | -10.8% | -0.9% | -10.4% |
| 6M | -11.0% | -15.1% | +4.2% | -9.6% |
| YTD | -15.4% | +13.5% | -28.9% | -19.6% |
| 1Y | +7.2% | -5.1% | +12.4% | +5.7% |
| 3Y | -11.8% | +22.7% | -34.5% | -20.9% |
| 5Y | +24.3% | +94.8% | -70.5% | -2.0% |
| All | +888.8% | +7.4% | +881.4% | +521.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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