-79.1%
FIG vs DECK
-22.2%
-56.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.6% | -5.9% | -4.5% |
| 7D | -16.3% | -2.2% | -14.1% | -16.1% |
| 30D | -14.3% | -13.6% | -0.7% | -13.1% |
| 3M | +7.2% | -21.2% | +28.4% | +8.5% |
| 6M | -18.6% | -21.1% | +2.5% | -17.4% |
| YTD | -35.5% | -17.2% | -18.2% | -34.1% |
| 1Y | -55.8% | -30.7% | -25.0% | -58.0% |
| All | -79.1% | -22.2% | -56.9% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling