+184.5%
FDX vs DECK
+718.3%
-533.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.1% | -1.0% |
| 7D | -2.5% | -2.2% | -0.3% | -1.9% |
| 30D | +3.8% | -13.6% | +17.4% | +8.1% |
| 3M | -1.3% | -21.2% | +19.9% | +5.2% |
| 6M | +5.0% | -21.1% | +26.1% | +11.6% |
| YTD | +39.6% | -17.2% | +56.9% | +45.1% |
| 1Y | +81.1% | -30.7% | +111.9% | +96.4% |
| 3Y | +63.0% | -3.4% | +66.4% | +47.8% |
| 5Y | +65.6% | +25.5% | +40.1% | +31.5% |
| All | +184.5% | +718.3% | -533.8% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling