+1,394.3%
FERG vs DECK
+1,419.2%
-24.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.5% | -3.6% | -5.0% |
| 7D | -2.0% | +6.0% | -8.0% | -2.6% |
| 30D | +5.5% | +7.4% | -1.9% | +4.7% |
| 3M | -7.3% | -11.7% | +4.3% | -6.2% |
| 6M | -6.1% | -11.0% | +4.9% | -5.2% |
| YTD | +7.5% | -15.4% | +22.8% | +8.8% |
| 1Y | -3.9% | +7.2% | -11.2% | -4.9% |
| 3Y | +57.3% | -11.8% | +69.1% | +56.8% |
| 5Y | +68.9% | +24.3% | +44.6% | +61.3% |
| 10Y | +439.0% | +907.5% | -468.5% | +378.1% |
| All | +1,394.3% | +1,419.2% | -24.8% | +1,294.9% |
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