+140.5%
FANG vs DECK
+870.0%
-729.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.1% |
| 7D | -7.4% | +6.8% | -14.2% | -9.2% |
| 30D | -7.3% | +8.3% | -15.6% | -9.7% |
| 3M | -10.0% | -7.9% | -2.2% | -8.7% |
| 6M | -4.6% | -10.6% | +6.0% | -3.5% |
| YTD | +20.5% | -13.4% | +33.9% | +20.7% |
| 1Y | +26.0% | +12.5% | +13.5% | +16.1% |
| 3Y | +26.0% | -14.9% | +40.9% | +15.6% |
| 5Y | +104.5% | +27.5% | +77.0% | +54.0% |
| 10Y | +140.5% | +839.4% | -698.8% | -3.5% |
| All | +140.5% | +870.0% | -729.5% | -3.5% |
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