+605.8%
DECK vs USFR
+28.5%
+577.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | 0.0% | +6.0% | +6.0% |
| 7D | +10.4% | +0.1% | +10.3% | +10.3% |
| 30D | +11.1% | +0.4% | +10.7% | +10.7% |
| 3M | -10.8% | +1.1% | -11.8% | -11.7% |
| 6M | -8.7% | +2.0% | -10.8% | -10.5% |
| YTD | -14.0% | +3.4% | -17.4% | -16.8% |
| 1Y | +12.0% | +4.1% | +7.9% | +7.7% |
| 3Y | -10.5% | +14.4% | -24.9% | -22.1% |
| 5Y | +28.5% | +21.3% | +7.2% | +4.8% |
| 10Y | +923.3% | +28.4% | +894.8% | +680.8% |
| All | +605.8% | +28.5% | +577.3% | +443.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling