+888.8%
DECK vs STLA
+18.6%
+870.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | +0.2% |
| 7D | +6.0% | -5.5% | +11.5% | +8.3% |
| 30D | +7.4% | -3.7% | +11.1% | +8.5% |
| 3M | -11.7% | -21.1% | +9.5% | -4.3% |
| 6M | -11.0% | -38.3% | +27.4% | +5.3% |
| YTD | -15.4% | -59.2% | +43.9% | +14.2% |
| 1Y | +7.2% | -56.7% | +63.9% | +40.9% |
| 3Y | -11.8% | -74.3% | +62.5% | +34.8% |
| 5Y | +24.3% | -70.2% | +94.6% | +73.1% |
| All | +888.8% | +18.6% | +870.2% | +770.6% |
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