+27.7%
DECK vs FRSH
-72.2%
+99.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.5% |
| 7D | +6.4% | -15.5% | +21.9% | +10.5% |
| 30D | +9.1% | -13.7% | +22.8% | +12.6% |
| 3M | -7.2% | +1.4% | -8.6% | -8.2% |
| 6M | -9.9% | +36.0% | -46.0% | -17.6% |
| YTD | -12.8% | -2.0% | -10.8% | -14.7% |
| 1Y | +10.6% | +7.3% | +3.3% | +5.4% |
| 3Y | -13.8% | -29.6% | +15.7% | -11.7% |
| 5Y | +27.6% | -69.2% | +96.8% | +30.2% |
| All | +27.7% | -72.2% | +99.9% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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