+1,000.1%
FLEX vs DECK
+718.3%
+281.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | 0.0% | +0.9% |
| 7D | -0.9% | -2.2% | +1.3% | -0.1% |
| 30D | -10.1% | -13.6% | +3.4% | -5.5% |
| 3M | -31.3% | -21.2% | -10.1% | -26.2% |
| 6M | +71.3% | -21.1% | +92.4% | +84.3% |
| YTD | +81.2% | -17.2% | +98.5% | +88.9% |
| 1Y | +98.5% | -30.7% | +129.2% | +118.7% |
| 3Y | +428.2% | -3.4% | +431.6% | +372.6% |
| 5Y | +657.3% | +25.5% | +631.7% | +480.6% |
| All | +1,000.1% | +718.3% | +281.8% | +394.2% |
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