+877.2%
DECK vs STLA
+18.3%
+858.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.1% |
| 7D | +5.8% | -4.5% | +10.3% | +7.6% |
| 30D | +7.9% | -3.9% | +11.8% | +9.0% |
| 3M | -11.4% | -20.2% | +8.8% | -4.4% |
| 6M | -16.6% | -42.2% | +25.6% | +1.1% |
| YTD | -16.4% | -59.3% | +43.0% | +13.0% |
| 1Y | +8.6% | -56.1% | +64.7% | +41.9% |
| 3Y | -15.1% | -73.7% | +58.5% | +28.5% |
| 5Y | +22.9% | -70.3% | +93.2% | +71.2% |
| All | +877.2% | +18.3% | +858.9% | +761.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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