+877.2%
DECK vs FLR
+11.0%
+866.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.5% | -1.9% |
| 7D | +5.8% | -0.8% | +6.6% | +5.8% |
| 30D | +7.9% | -9.1% | +17.0% | +9.8% |
| 3M | -11.4% | -4.7% | -6.7% | -11.4% |
| 6M | -16.6% | -14.2% | -2.3% | -15.5% |
| YTD | -16.4% | +17.3% | -33.6% | -21.1% |
| 1Y | +8.6% | +4.3% | +4.4% | +5.0% |
| 3Y | -15.1% | +30.7% | -45.9% | -24.9% |
| 5Y | +22.9% | +101.3% | -78.4% | -3.8% |
| All | +877.2% | +11.0% | +866.2% | +510.2% |
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