+104.7%
FANG vs DECK
+24.2%
+80.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.8% |
| 7D | -1.0% | -0.8% | -0.2% | -1.0% |
| 30D | -7.2% | +4.9% | -12.1% | -7.9% |
| 3M | -9.8% | -5.8% | -4.0% | -9.3% |
| 6M | -6.7% | -8.6% | +1.8% | -6.5% |
| YTD | +22.4% | -14.7% | +37.2% | +22.9% |
| 1Y | +25.1% | +6.9% | +18.2% | +20.2% |
| 3Y | +28.1% | -16.2% | +44.3% | +23.1% |
| 5Y | +104.7% | +25.3% | +79.5% | +98.1% |
| All | +104.7% | +24.2% | +80.5% | +98.1% |
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 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