+91.1%
FANG vs DECK
+23.3%
+67.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.2% |
| 7D | -15.6% | +5.8% | -21.4% | -16.3% |
| 30D | -2.9% | +7.9% | -10.8% | -4.0% |
| 3M | -5.1% | -11.4% | +6.3% | -3.8% |
| 6M | -7.3% | -16.6% | +9.3% | -5.8% |
| YTD | +21.1% | -16.4% | +37.4% | +21.8% |
| 1Y | +30.2% | +8.6% | +21.5% | +24.6% |
| 3Y | +24.7% | -15.1% | +39.8% | +19.4% |
| All | +91.1% | +23.3% | +67.8% | +80.6% |
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