+3,103.4%
FDX vs DECK
+8,125.5%
-5,022.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.0% | -2.4% | +2.9% |
| 7D | +8.1% | +10.4% | -2.2% | +6.9% |
| 30D | +13.9% | +11.1% | +2.8% | +12.5% |
| 3M | +5.5% | -10.8% | +16.3% | +6.8% |
| 6M | +15.1% | -8.7% | +23.9% | +16.1% |
| YTD | +43.2% | -14.0% | +57.2% | +44.9% |
| 1Y | +65.0% | +12.0% | +53.0% | +61.9% |
| 3Y | +75.7% | -10.5% | +86.1% | +73.7% |
| 5Y | +84.4% | +28.5% | +55.9% | +73.3% |
| 10Y | +174.4% | +923.3% | -748.9% | +108.8% |
| All | +3,103.4% | +8,125.5% | -5,022.1% | +1,860.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling