-11.0%
F vs DECK
+31.2%
-42.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.0% | -3.0% | +1.2% |
| 7D | +6.0% | +10.4% | -4.3% | +3.1% |
| 30D | +4.3% | +11.1% | -6.8% | +1.2% |
| 3M | -10.1% | -10.8% | +0.7% | -7.3% |
| 6M | +12.8% | -8.7% | +21.5% | +15.3% |
| YTD | -0.1% | -14.0% | +14.0% | +3.1% |
| 1Y | +3.7% | +12.0% | -8.4% | -0.5% |
| 3Y | +42.7% | -10.5% | +53.1% | +26.8% |
| 5Y | -11.0% | +28.5% | -39.5% | -42.6% |
| All | -11.0% | +31.2% | -42.3% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling