+816.3%
DECK vs INVH
+72.9%
+743.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +2.0% | +2.3% |
| 7D | +0.1% | -0.9% | +1.0% | +0.7% |
| 30D | +4.8% | +1.2% | +3.7% | +4.2% |
| 3M | -6.9% | -10.4% | +3.4% | -1.3% |
| 6M | -7.6% | -3.6% | -4.0% | -5.7% |
| YTD | -16.3% | -0.1% | -16.2% | -16.4% |
| 1Y | +4.5% | -0.7% | +5.1% | +4.4% |
| 3Y | -17.1% | -4.6% | -12.5% | -17.2% |
| 5Y | +21.9% | -21.7% | +43.6% | +34.6% |
| All | +816.3% | +72.9% | +743.4% | +837.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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