+826.0%
DECK vs INVH
+77.5%
+748.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +6.0% | +3.5% | +2.6% | +4.2% |
| 30D | +7.4% | +4.4% | +3.0% | +5.0% |
| 3M | -11.7% | -8.6% | -3.0% | -7.3% |
| 6M | -11.0% | -1.7% | -9.2% | -10.1% |
| YTD | -15.4% | +2.6% | -17.9% | -16.7% |
| 1Y | +7.2% | +1.5% | +5.7% | +5.9% |
| 3Y | -11.8% | -2.7% | -9.2% | -12.9% |
| 5Y | +24.3% | -19.8% | +44.1% | +35.5% |
| All | +826.0% | +77.5% | +748.5% | +833.7% |
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