+770.9%
DECK vs FND
+70.1%
+700.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | -0.1% |
| 7D | +6.0% | +2.2% | +3.8% | +4.9% |
| 30D | +7.4% | +9.6% | -2.2% | +3.2% |
| 3M | -11.7% | -17.9% | +6.2% | -5.1% |
| 6M | -11.0% | +6.6% | -17.5% | -14.8% |
| YTD | -15.4% | -15.5% | +0.1% | -12.5% |
| 1Y | +7.2% | -16.2% | +23.5% | +11.1% |
| 3Y | -11.8% | -36.3% | +24.4% | -2.0% |
| 5Y | +24.3% | -61.4% | +85.7% | +59.6% |
| All | +770.9% | +70.1% | +700.7% | +524.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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