+741.1%
DECK vs FLR
+16.7%
+724.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.0% |
| 7D | -2.2% | +5.4% | -7.6% | -3.3% |
| 30D | -13.6% | +11.4% | -25.0% | -16.0% |
| 3M | -21.2% | +11.4% | -32.7% | -23.9% |
| 6M | -21.1% | +16.6% | -37.7% | -24.9% |
| YTD | -17.2% | +41.7% | -58.9% | -24.6% |
| 1Y | -30.7% | +35.4% | -66.2% | -36.7% |
| 3Y | -3.4% | +57.3% | -60.7% | -17.6% |
| 5Y | +25.5% | +241.0% | -215.4% | -12.1% |
| All | +741.1% | +16.7% | +724.4% | +418.9% |
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