-1.8%
DECK vs INVH
-7.4%
+5.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -2.2% | -2.9% | +0.7% | -1.1% |
| 30D | -13.6% | -6.9% | -6.7% | -11.1% |
| 3M | -21.2% | -2.7% | -18.5% | -20.3% |
| 6M | -21.1% | +8.2% | -29.3% | -23.2% |
| YTD | -17.2% | +4.5% | -21.7% | -18.5% |
| 1Y | -30.7% | -2.3% | -28.4% | -30.3% |
| All | -1.8% | -7.4% | +5.7% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling