+84.4%
FDX vs DECK
+31.2%
+53.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.0% | -2.4% | +2.1% |
| 7D | +8.1% | +10.4% | -2.2% | +5.5% |
| 30D | +13.9% | +11.1% | +2.8% | +10.9% |
| 3M | +5.5% | -10.8% | +16.3% | +8.3% |
| 6M | +15.1% | -8.7% | +23.9% | +17.0% |
| YTD | +43.2% | -14.0% | +57.2% | +46.5% |
| 1Y | +65.0% | +12.0% | +53.0% | +57.6% |
| 3Y | +75.7% | -10.5% | +86.1% | +63.0% |
| 5Y | +84.4% | +28.5% | +55.9% | +34.7% |
| All | +84.4% | +31.2% | +53.1% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling