-53.4%
FIS vs DECK
+885.7%
-939.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | -21.2% | +6.0% | -27.2% | -22.5% |
| 30D | -12.1% | +7.4% | -19.5% | -13.8% |
| 3M | -30.6% | -11.7% | -19.0% | -29.1% |
| 6M | -35.5% | -11.0% | -24.5% | -34.3% |
| YTD | -54.4% | -15.4% | -39.0% | -53.4% |
| 1Y | -52.9% | +7.2% | -60.1% | -54.4% |
| 3Y | -38.7% | -11.8% | -26.8% | -42.1% |
| 5Y | -70.4% | +24.3% | -94.8% | -75.6% |
| All | -53.4% | +885.7% | -939.1% | -75.0% |
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