+22.5%
DECK vs FRSH
-72.0%
+94.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.5% | -0.1% |
| 7D | +5.8% | -17.7% | +23.5% | +10.5% |
| 30D | +7.9% | -11.0% | +18.8% | +10.5% |
| 3M | -11.4% | +4.5% | -15.9% | -13.0% |
| 6M | -16.6% | +36.2% | -52.8% | -23.7% |
| YTD | -16.4% | -1.1% | -15.2% | -18.3% |
| 1Y | +8.6% | +11.6% | -3.0% | +2.5% |
| 3Y | -15.1% | -33.9% | +18.8% | -11.7% |
| 5Y | +22.9% | -68.4% | +91.2% | +25.3% |
| All | +22.5% | -72.0% | +94.5% | +22.0% |
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