+18,496.9%
DECK vs FDS
+10,782.2%
+7,714.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.9% | +3.1% | +5.1% |
| 7D | +10.4% | +9.4% | +0.9% | +7.3% |
| 30D | +11.1% | +23.8% | -12.7% | +3.7% |
| 3M | -10.8% | +25.1% | -35.9% | -17.3% |
| 6M | -8.7% | +53.8% | -62.5% | -21.8% |
| YTD | -14.0% | +19.6% | -33.6% | -21.2% |
| 1Y | +12.0% | +31.6% | -19.6% | -0.7% |
| 3Y | -10.5% | -20.0% | +9.5% | -7.7% |
| 5Y | +28.5% | -18.6% | +47.1% | +31.2% |
| 10Y | +923.3% | +149.8% | +773.5% | +638.4% |
| All | +18,496.9% | +10,782.2% | +7,714.7% | +8,060.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling