+297.9%
RF vs DECK
+937.4%
-639.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.0% | -4.5% | -0.5% |
| 7D | +2.3% | +10.4% | -8.1% | -1.1% |
| 30D | +7.2% | +11.1% | -3.9% | +3.4% |
| 3M | -8.2% | -10.8% | +2.6% | -5.1% |
| 6M | +7.0% | -8.7% | +15.8% | +9.2% |
| YTD | +10.3% | -14.0% | +24.3% | +13.3% |
| 1Y | +25.1% | +12.0% | +13.0% | +17.0% |
| 3Y | +110.3% | -10.5% | +120.8% | +91.8% |
| 5Y | +47.1% | +28.5% | +18.6% | +10.2% |
| 10Y | +297.9% | +923.3% | -625.3% | +49.0% |
| All | +297.9% | +937.4% | -639.4% | +49.0% |
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