+47.1%
RF vs DECK
+31.2%
+15.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.0% | -4.5% | +0.1% |
| 7D | +2.3% | +10.4% | -8.1% | -0.2% |
| 30D | +7.2% | +11.1% | -3.9% | +4.4% |
| 3M | -8.2% | -10.8% | +2.6% | -5.9% |
| 6M | +7.0% | -8.7% | +15.8% | +8.7% |
| YTD | +10.3% | -14.0% | +24.3% | +12.7% |
| 1Y | +25.1% | +12.0% | +13.0% | +19.4% |
| 3Y | +110.3% | -10.5% | +120.8% | +94.9% |
| 5Y | +47.1% | +28.5% | +18.6% | +16.4% |
| All | +47.1% | +31.2% | +15.9% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling