+23.9%
DECK vs FRSH
-70.6%
+94.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -0.5% |
| 7D | +6.0% | -15.4% | +21.4% | +10.1% |
| 30D | +7.4% | -7.7% | +15.1% | +9.1% |
| 3M | -11.7% | +10.2% | -21.9% | -14.3% |
| 6M | -11.0% | +38.2% | -49.2% | -18.8% |
| YTD | -15.4% | +3.7% | -19.0% | -18.3% |
| 1Y | +7.2% | +14.8% | -7.6% | +0.6% |
| 3Y | -11.8% | -33.2% | +21.3% | -8.5% |
| 5Y | +24.3% | -66.8% | +91.2% | +25.4% |
| All | +23.9% | -70.6% | +94.5% | +22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling