+1,527.5%
META vs DECK
+880.9%
+646.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.6% |
| 7D | +6.7% | -2.2% | +8.9% | +7.3% |
| 30D | +4.8% | -13.6% | +18.3% | +8.8% |
| 3M | -1.6% | -21.2% | +19.6% | +4.5% |
| 6M | -7.5% | -21.1% | +13.6% | -1.9% |
| YTD | -6.4% | -17.2% | +10.8% | -2.9% |
| 1Y | -17.3% | -30.7% | +13.4% | -10.9% |
| 3Y | +109.9% | -3.4% | +113.3% | +99.9% |
| 5Y | +65.4% | +25.5% | +39.8% | +43.3% |
| 10Y | +391.8% | +714.7% | -322.8% | +198.5% |
| All | +1,527.5% | +880.9% | +646.6% | +789.8% |
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 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