+156.2%
FDX vs DECK
+885.7%
-729.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -3.4% |
| 7D | +2.9% | +6.0% | -3.1% | +1.2% |
| 30D | +9.6% | +7.4% | +2.2% | +7.3% |
| 3M | +2.4% | -11.7% | +14.0% | +5.8% |
| 6M | +9.2% | -11.0% | +20.2% | +12.1% |
| YTD | +37.7% | -15.4% | +53.1% | +42.0% |
| 1Y | +56.1% | +7.2% | +48.9% | +49.7% |
| 3Y | +68.9% | -11.8% | +80.8% | +58.6% |
| 5Y | +79.0% | +24.3% | +54.6% | +43.0% |
| All | +156.2% | +885.7% | -729.4% | +28.8% |
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