+741.1%
DECK vs USFR
+28.0%
+713.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.5% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -13.6% | +0.3% | -13.9% | -13.7% |
| 3M | -21.2% | +1.0% | -22.2% | -21.7% |
| 6M | -21.1% | +1.9% | -23.0% | -22.0% |
| YTD | -17.2% | +2.6% | -19.8% | -18.5% |
| 1Y | -30.7% | +4.0% | -34.8% | -32.5% |
| 3Y | -3.4% | +14.1% | -17.5% | -14.2% |
| 5Y | +25.5% | +20.4% | +5.1% | +4.4% |
| All | +741.1% | +28.0% | +713.1% | +523.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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