+19.4%
DECK vs FRSH
-70.7%
+90.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.9% | -9.2% | -5.5% |
| 7D | -3.7% | -0.2% | -3.4% | -3.7% |
| 30D | +0.6% | -8.8% | +9.5% | +2.4% |
| 3M | -7.3% | +8.8% | -16.1% | -9.9% |
| 6M | -10.9% | +49.1% | -60.0% | -20.4% |
| YTD | -18.5% | +3.4% | -21.9% | -21.3% |
| 1Y | +0.2% | +8.8% | -8.7% | -4.8% |
| 3Y | -19.8% | -27.4% | +7.5% | -18.5% |
| 5Y | +18.7% | -66.4% | +85.1% | +19.8% |
| All | +19.4% | -70.7% | +90.1% | +17.6% |
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