-56.4%
FICO vs DECK
+11.2%
-67.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.0% | -9.2% | -4.7% |
| 7D | +0.4% | +10.4% | -10.0% | -2.2% |
| 30D | +1.7% | +11.1% | -9.4% | -1.0% |
| 3M | -33.0% | -10.8% | -22.3% | -31.9% |
| 6M | -33.9% | -8.7% | -25.1% | -32.5% |
| YTD | -58.5% | -14.0% | -44.5% | -57.5% |
| 1Y | -56.4% | +12.0% | -68.4% | -56.7% |
| All | -56.4% | +11.2% | -67.6% | -56.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling