+7.2%
DECK vs FDS
+31.7%
-24.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | +6.0% | +6.4% | -0.4% | +4.9% |
| 30D | +7.4% | +25.2% | -17.7% | +3.4% |
| 3M | -11.7% | +22.9% | -34.6% | -14.8% |
| 6M | -11.0% | +56.5% | -67.5% | -16.7% |
| YTD | -15.4% | +19.0% | -34.3% | -15.5% |
| 1Y | +7.2% | +32.7% | -25.5% | +1.4% |
| All | +7.2% | +31.7% | -24.4% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling