+426.7%
META vs DECK
+937.4%
-510.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.0% | -4.5% | -0.4% |
| 7D | +2.9% | +10.4% | -7.5% | -0.4% |
| 30D | -15.1% | +11.1% | -26.2% | -18.0% |
| 3M | +7.2% | -10.8% | +18.0% | +10.7% |
| 6M | +3.4% | -8.7% | +12.1% | +5.6% |
| YTD | -4.3% | -14.0% | +9.7% | -1.6% |
| 1Y | +0.8% | +12.0% | -11.3% | -5.2% |
| 3Y | +102.2% | -10.5% | +112.6% | +92.5% |
| 5Y | +89.4% | +28.5% | +60.9% | +53.0% |
| 10Y | +426.7% | +923.3% | -496.5% | +197.5% |
| All | +426.7% | +937.4% | -510.6% | +197.5% |
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