+815.1%
DECK vs INVH
+74.5%
+740.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.3% |
| 7D | +5.8% | +2.0% | +3.7% | +4.7% |
| 30D | +7.9% | +4.8% | +3.1% | +5.2% |
| 3M | -11.4% | -9.8% | -1.6% | -6.4% |
| 6M | -16.6% | -3.7% | -12.9% | -14.9% |
| YTD | -16.4% | +0.8% | -17.2% | -17.0% |
| 1Y | +8.6% | +1.9% | +6.8% | +7.1% |
| 3Y | -15.1% | -4.3% | -10.8% | -15.4% |
| 5Y | +22.9% | -21.1% | +44.0% | +35.1% |
| All | +815.1% | +74.5% | +740.6% | +831.2% |
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