+24.3%
DECK vs FRSH
-67.8%
+92.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -0.5% |
| 7D | +6.0% | -15.4% | +21.4% | +10.3% |
| 30D | +7.4% | -7.7% | +15.1% | +9.2% |
| 3M | -11.7% | +10.2% | -21.9% | -14.4% |
| 6M | -11.0% | +38.2% | -49.2% | -19.2% |
| YTD | -15.4% | +3.7% | -19.0% | -18.4% |
| 1Y | +7.2% | +14.8% | -7.6% | +0.3% |
| 3Y | -11.8% | -33.2% | +21.3% | -8.3% |
| 5Y | +24.3% | -66.8% | +91.2% | +33.6% |
| All | +24.3% | -67.8% | +92.2% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling