+2,054.3%
FLUT vs DECK
+37,389.8%
-35,335.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.7% | -2.3% |
| 7D | -1.6% | -2.2% | +0.6% | -1.5% |
| 30D | +7.7% | -13.6% | +21.3% | +8.7% |
| 3M | -0.7% | -21.2% | +20.5% | +0.6% |
| 6M | -11.2% | -21.1% | +9.9% | -10.0% |
| YTD | -53.4% | -17.2% | -36.2% | -53.0% |
| 1Y | -65.8% | -30.7% | -35.0% | -65.2% |
| 3Y | -44.9% | -3.4% | -41.6% | -45.0% |
| 5Y | -49.7% | +25.5% | -75.2% | -50.7% |
| 10Y | -9.7% | +714.7% | -724.4% | -12.9% |
| All | +2,054.3% | +37,389.8% | -35,335.5% | +2,064.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling