+65.8%
FDX vs DECK
-3.0%
+68.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.1% | -0.9% |
| 7D | -2.5% | -2.2% | -0.3% | -2.1% |
| 30D | +3.8% | -13.6% | +17.4% | +6.8% |
| 3M | -1.3% | -21.2% | +19.9% | +3.2% |
| 6M | +5.0% | -21.1% | +26.1% | +9.5% |
| YTD | +39.6% | -17.2% | +56.9% | +43.6% |
| 1Y | +81.1% | -30.7% | +111.9% | +91.6% |
| All | +65.8% | -3.0% | +68.8% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling