+832.8%
DECK vs INVH
+73.1%
+759.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.2% |
| 7D | -0.8% | -2.5% | +1.7% | +0.6% |
| 30D | +4.9% | +0.7% | +4.2% | +4.5% |
| 3M | -5.8% | -8.8% | +2.9% | -1.0% |
| 6M | -8.6% | -5.0% | -3.5% | -5.9% |
| YTD | -14.7% | 0.0% | -14.8% | -15.0% |
| 1Y | +6.9% | -1.9% | +8.7% | +7.4% |
| 3Y | -16.2% | -5.0% | -11.2% | -16.1% |
| 5Y | +25.3% | -21.6% | +46.8% | +38.2% |
| All | +832.8% | +73.1% | +759.7% | +853.4% |
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