+26.1%
DECK vs FLR
+242.2%
-216.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.0% |
| 7D | -2.2% | +5.4% | -7.6% | -3.2% |
| 30D | -13.6% | +11.4% | -25.0% | -15.8% |
| 3M | -21.2% | +11.4% | -32.7% | -23.8% |
| 6M | -21.1% | +16.6% | -37.7% | -24.8% |
| YTD | -17.2% | +41.7% | -58.9% | -24.5% |
| 1Y | -30.7% | +35.4% | -66.2% | -36.6% |
| 3Y | -3.4% | +57.3% | -60.7% | -17.8% |
| All | +26.1% | +242.2% | -216.1% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling