+31.1%
FANG vs DECK
+3.6%
+27.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +2.0% |
| 7D | +4.0% | +0.1% | +3.9% | +4.1% |
| 30D | -5.8% | +4.8% | -10.6% | -4.7% |
| 3M | -6.7% | -6.9% | +0.2% | -7.3% |
| 6M | -6.4% | -7.6% | +1.2% | -7.3% |
| YTD | +25.9% | -16.3% | +42.2% | +24.2% |
| 1Y | +31.1% | +4.5% | +26.7% | +22.7% |
| All | +31.1% | +3.6% | +27.5% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling