+1,348.4%
FERG vs DECK
+1,385.7%
-37.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.8% | +2.2% |
| 7D | 0.0% | -2.2% | +2.2% | +0.2% |
| 30D | -10.2% | -13.6% | +3.4% | -8.9% |
| 3M | -0.6% | -21.2% | +20.7% | +1.7% |
| 6M | -6.5% | -21.1% | +14.6% | -4.5% |
| YTD | +4.2% | -17.2% | +21.4% | +5.8% |
| 1Y | -2.3% | -30.7% | +28.5% | +0.6% |
| 3Y | +48.5% | -3.4% | +51.8% | +46.9% |
| 5Y | +72.0% | +25.5% | +46.5% | +64.4% |
| 10Y | +369.9% | +714.7% | -344.8% | +319.8% |
| All | +1,348.4% | +1,385.7% | -37.3% | +1,255.6% |
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