-4.5%
META vs DECK
+10.4%
-14.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.4% | -3.6% |
| 7D | -3.1% | +6.0% | -9.1% | -4.4% |
| 30D | -18.1% | +7.4% | -25.6% | -19.4% |
| 3M | +2.9% | -11.7% | +14.5% | +5.3% |
| 6M | +0.2% | -11.0% | +11.2% | +2.6% |
| YTD | -8.1% | -15.4% | +7.3% | -5.2% |
| 1Y | -4.5% | +7.2% | -11.8% | -1.2% |
| All | -4.5% | +10.4% | -14.9% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling