+5,892.0%
FIX vs DECK
+718.3%
+5,173.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.4% | +1.4% |
| 7D | +6.0% | -2.2% | +8.3% | +6.8% |
| 30D | -7.2% | -13.6% | +6.3% | -2.7% |
| 3M | -15.9% | -21.2% | +5.4% | -9.8% |
| 6M | +12.7% | -21.1% | +33.8% | +20.5% |
| YTD | +72.8% | -17.2% | +90.0% | +78.9% |
| 1Y | +122.9% | -30.7% | +153.6% | +142.6% |
| 3Y | +774.3% | -3.4% | +777.7% | +689.7% |
| 5Y | +2,049.5% | +25.5% | +2,023.9% | +1,579.6% |
| All | +5,892.0% | +718.3% | +5,173.7% | +2,423.2% |
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