+46.1%
F vs DECK
-11.0%
+57.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.0% | -3.0% | +1.7% |
| 7D | +6.0% | +10.4% | -4.3% | +4.0% |
| 30D | +4.3% | +11.1% | -6.8% | +2.1% |
| 3M | -10.1% | -10.8% | +0.7% | -8.3% |
| 6M | +12.8% | -8.7% | +21.5% | +14.6% |
| YTD | -0.1% | -14.0% | +14.0% | +2.3% |
| 1Y | +3.7% | +12.0% | -8.4% | +2.0% |
| All | +46.1% | -11.0% | +57.1% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling