+602.8%
FICO vs DECK
+718.3%
-115.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.6% | -18.2% | -17.2% |
| 7D | -19.2% | -2.2% | -17.0% | -18.7% |
| 30D | -14.6% | -13.6% | -1.0% | -10.6% |
| 3M | -20.1% | -21.2% | +1.2% | -13.8% |
| 6M | -36.3% | -21.1% | -15.2% | -31.7% |
| YTD | -44.9% | -17.2% | -27.6% | -42.4% |
| 1Y | -38.6% | -30.7% | -7.9% | -32.8% |
| 3Y | +4.0% | -3.4% | +7.3% | -8.5% |
| 5Y | +99.5% | +25.5% | +74.0% | +51.0% |
| All | +602.8% | +718.3% | -115.5% | +205.2% |
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 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