-8.7%
DECK vs FFIV
+2.3%
-11.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.4% | +6.4% | +6.0% |
| 7D | +10.4% | -9.8% | +20.2% | +10.0% |
| 30D | +11.1% | -28.1% | +39.2% | +10.1% |
| 3M | -10.8% | -20.0% | +9.2% | -10.9% |
| 6M | -8.7% | -0.1% | -8.7% | -5.2% |
| All | -8.7% | +2.3% | -11.0% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 6mo: compounded portfolio wealth divided by compounded FFIV 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…
6mo analysis · Full analysis span regression · 6 months rolling