+536.1%
FLEX vs DECK
+885.7%
-349.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.5% | -12.1% | -13.0% |
| 7D | -28.3% | +6.0% | -34.3% | -30.1% |
| 30D | -45.0% | +7.4% | -52.5% | -46.7% |
| 3M | -45.2% | -11.7% | -33.6% | -43.2% |
| 6M | -30.8% | -11.0% | -19.9% | -29.2% |
| YTD | +10.4% | -15.4% | +25.8% | +13.5% |
| 1Y | +2.3% | +7.2% | -5.0% | -4.5% |
| 3Y | +238.9% | -11.8% | +250.7% | +216.3% |
| 5Y | +386.0% | +24.3% | +361.7% | +274.7% |
| All | +536.1% | +885.7% | -349.5% | +188.7% |
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 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