+295.0%
FLEX vs DECK
-11.0%
+306.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +6.0% | -18.3% | -13.9% |
| 7D | -17.0% | +10.4% | -27.3% | -19.5% |
| 30D | -33.8% | +11.1% | -44.9% | -36.0% |
| 3M | -39.0% | -10.8% | -28.3% | -37.4% |
| 6M | -15.9% | -8.7% | -7.2% | -15.0% |
| YTD | +27.8% | -14.0% | +41.9% | +30.3% |
| 1Y | +25.0% | +12.0% | +12.9% | +16.6% |
| All | +295.0% | -11.0% | +306.0% | +292.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling