+741.1%
DECK vs FDS
+84.7%
+656.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.1% | +3.1% |
| 7D | -2.2% | -1.9% | -0.3% | -1.5% |
| 30D | -13.6% | +9.0% | -22.6% | -16.9% |
| 3M | -21.2% | +18.9% | -40.1% | -27.6% |
| 6M | -21.1% | +35.1% | -56.2% | -32.8% |
| YTD | -17.2% | +5.5% | -22.7% | -21.4% |
| 1Y | -30.7% | -16.8% | -13.9% | -26.5% |
| 3Y | -3.4% | -28.1% | +24.7% | +8.3% |
| 5Y | +25.5% | -17.4% | +43.0% | +28.9% |
| All | +741.1% | +84.7% | +656.5% | +471.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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