+502.1%
FICO vs DECK
+885.7%
-383.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.4% |
| 7D | -0.3% | +6.0% | -6.3% | -2.3% |
| 30D | +1.7% | +7.4% | -5.7% | -0.7% |
| 3M | -35.2% | -11.7% | -23.5% | -32.6% |
| 6M | -33.7% | -11.0% | -22.7% | -31.3% |
| YTD | -58.2% | -15.4% | -42.8% | -56.7% |
| 1Y | -56.6% | +7.2% | -63.8% | -58.6% |
| 3Y | -24.0% | -11.8% | -12.1% | -30.2% |
| 5Y | +86.1% | +24.3% | +61.7% | +42.0% |
| All | +502.1% | +885.7% | -383.6% | +150.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling