+28.5%
DECK vs FDS
-17.9%
+46.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.9% | +3.1% | +5.0% |
| 7D | +10.4% | +9.4% | +0.9% | +7.1% |
| 30D | +11.1% | +23.8% | -12.7% | +3.3% |
| 3M | -10.8% | +25.1% | -35.9% | -17.7% |
| 6M | -8.7% | +53.8% | -62.5% | -22.7% |
| YTD | -14.0% | +19.6% | -33.6% | -19.8% |
| 1Y | +12.0% | +31.6% | -19.6% | -0.6% |
| 3Y | -10.5% | -20.0% | +9.5% | -1.0% |
| 5Y | +28.5% | -18.6% | +47.1% | +39.1% |
| All | +28.5% | -17.9% | +46.4% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling