+805.6%
DECK vs INVH
+80.8%
+724.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -2.2% | -2.9% | +0.7% | -0.7% |
| 30D | -13.6% | -6.9% | -6.7% | -10.2% |
| 3M | -21.2% | -2.7% | -18.5% | -20.1% |
| 6M | -21.1% | +8.2% | -29.3% | -24.4% |
| YTD | -17.2% | +4.5% | -21.7% | -19.4% |
| 1Y | -30.7% | -2.3% | -28.4% | -30.2% |
| 3Y | -3.4% | -7.3% | +3.9% | -2.1% |
| 5Y | +25.5% | -20.5% | +46.0% | +37.4% |
| All | +805.6% | +80.8% | +724.9% | +804.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling