+28.5%
DECK vs STLA
-68.9%
+97.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.8% | +2.2% | +4.5% |
| 7D | +10.4% | -0.6% | +11.0% | +10.6% |
| 30D | +11.1% | +3.6% | +7.5% | +9.1% |
| 3M | -10.8% | -20.6% | +9.9% | -3.2% |
| 6M | -8.7% | -34.3% | +25.6% | +6.1% |
| YTD | -14.0% | -57.3% | +43.3% | +15.8% |
| 1Y | +12.0% | -52.6% | +64.7% | +43.7% |
| 3Y | -10.5% | -73.1% | +62.7% | +36.5% |
| 5Y | +28.5% | -68.7% | +97.2% | +68.0% |
| All | +28.5% | -68.9% | +97.4% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling