-12.8%
DECK vs FDS
-19.8%
+7.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.9% | +3.1% | +5.3% |
| 7D | +10.4% | +9.4% | +0.9% | +8.1% |
| 30D | +11.1% | +23.8% | -12.7% | +5.6% |
| 3M | -10.8% | +25.1% | -35.9% | -15.6% |
| 6M | -8.7% | +53.8% | -62.5% | -18.1% |
| YTD | -14.0% | +19.6% | -33.6% | -17.0% |
| 1Y | +12.0% | +31.6% | -19.6% | +4.2% |
| All | -12.8% | -19.8% | +7.0% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling