-84.0%
FIG vs DECK
-20.5%
-63.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.5% | -15.1% | -16.5% |
| 7D | -17.4% | +6.0% | -23.4% | -17.9% |
| 30D | -15.9% | +7.4% | -23.4% | -16.6% |
| 3M | -34.5% | -11.7% | -22.8% | -33.9% |
| 6M | -5.0% | -11.0% | +5.9% | -4.1% |
| YTD | -50.7% | -15.4% | -35.3% | -49.8% |
| 1Y | -58.1% | +7.2% | -65.3% | -58.5% |
| All | -84.0% | -20.5% | -63.6% | -84.3% |
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