+87.0%
F vs DECK
+937.4%
-850.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.0% | -3.0% | +1.1% |
| 7D | +6.0% | +10.4% | -4.3% | +2.9% |
| 30D | +4.3% | +11.1% | -6.8% | +0.9% |
| 3M | -10.1% | -10.8% | +0.7% | -7.0% |
| 6M | +12.8% | -8.7% | +21.5% | +15.5% |
| YTD | -0.1% | -14.0% | +14.0% | +3.3% |
| 1Y | +3.7% | +12.0% | -8.4% | -1.3% |
| 3Y | +42.7% | -10.5% | +53.1% | +31.7% |
| 5Y | -11.0% | +28.5% | -39.5% | -32.0% |
| 10Y | +87.0% | +923.3% | -836.2% | -16.0% |
| All | +87.0% | +937.4% | -850.3% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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