-1.8%
DECK vs USFR
+14.1%
-15.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.6% |
| 7D | -2.2% | +0.1% | -2.3% | -2.0% |
| 30D | -13.6% | +0.3% | -13.9% | -12.4% |
| 3M | -21.2% | +1.0% | -22.2% | -17.1% |
| 6M | -21.1% | +1.9% | -23.0% | -13.1% |
| YTD | -17.2% | +2.6% | -19.8% | -6.3% |
| 1Y | -30.7% | +4.0% | -34.8% | -17.4% |
| All | -1.8% | +14.1% | -15.9% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling