-14.1%
DECK vs USFR
+14.4%
-28.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.4% |
| 7D | +6.0% | +0.1% | +5.9% | +6.7% |
| 30D | +7.4% | +0.4% | +7.0% | +10.2% |
| 3M | -11.7% | +1.1% | -12.7% | -5.3% |
| 6M | -11.0% | +2.0% | -13.0% | +3.8% |
| YTD | -15.4% | +3.4% | -18.8% | +8.6% |
| 1Y | +7.2% | +4.1% | +3.2% | +44.6% |
| All | -14.1% | +14.4% | -28.5% | +119.4% |
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 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