+53,365.9%
DECK vs FFIV
+6,333.6%
+47,032.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.4% | +6.4% | +6.0% |
| 7D | +10.4% | -9.8% | +20.2% | +12.2% |
| 30D | +11.1% | -28.1% | +39.2% | +16.9% |
| 3M | -10.8% | -20.0% | +9.2% | -8.1% |
| 6M | -8.7% | -0.1% | -8.7% | -9.9% |
| YTD | -14.0% | +29.2% | -43.2% | -19.4% |
| 1Y | +12.0% | +36.6% | -24.6% | +4.1% |
| 3Y | -10.5% | +114.0% | -124.4% | -23.0% |
| 5Y | +28.5% | +48.1% | -19.6% | +17.4% |
| 10Y | +923.3% | +142.9% | +780.3% | +756.3% |
| All | +53,365.9% | +6,333.6% | +47,032.3% | +16,469.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling