+90.1%
RF vs DECK
+25.5%
+64.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.6% | -0.4% |
| 7D | +1.3% | -2.2% | +3.5% | +1.8% |
| 30D | -3.6% | -13.6% | +10.0% | -0.4% |
| 3M | +8.1% | -21.2% | +29.3% | +13.9% |
| 6M | +11.5% | -21.1% | +32.6% | +17.1% |
| YTD | +15.6% | -17.2% | +32.8% | +19.3% |
| 1Y | +15.7% | -30.7% | +46.4% | +23.8% |
| 3Y | +86.9% | -3.4% | +90.2% | +70.4% |
| All | +90.1% | +25.5% | +64.6% | +46.9% |
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