+741.1%
DECK vs STLA
+54.0%
+687.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.1% |
| 7D | -2.2% | +2.6% | -4.8% | -3.2% |
| 30D | -13.6% | -1.2% | -12.4% | -13.3% |
| 3M | -21.2% | -24.8% | +3.5% | -13.0% |
| 6M | -21.1% | -25.6% | +4.5% | -12.7% |
| YTD | -17.2% | -48.9% | +31.7% | +3.3% |
| 1Y | -30.7% | -38.8% | +8.0% | -20.4% |
| 3Y | -3.4% | -64.5% | +61.2% | +30.8% |
| 5Y | +25.5% | -62.4% | +88.0% | +60.9% |
| All | +741.1% | +54.0% | +687.1% | +553.6% |
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