+379.6%
META vs DECK
+718.3%
-338.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.5% |
| 7D | +6.7% | -2.2% | +8.9% | +7.4% |
| 30D | +4.8% | -13.6% | +18.3% | +9.6% |
| 3M | -1.6% | -21.2% | +19.6% | +5.7% |
| 6M | -7.5% | -21.1% | +13.6% | -0.9% |
| YTD | -6.4% | -17.2% | +10.8% | -2.3% |
| 1Y | -17.3% | -30.7% | +13.4% | -9.6% |
| 3Y | +109.9% | -3.4% | +113.3% | +94.7% |
| 5Y | +65.4% | +25.5% | +39.8% | +34.9% |
| All | +379.6% | +718.3% | -338.7% | +172.4% |
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 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