-37.4%
FIS vs DECK
+718.3%
-755.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.3% |
| 7D | +1.1% | -2.2% | +3.3% | +1.6% |
| 30D | -2.2% | -13.6% | +11.4% | +0.8% |
| 3M | +2.1% | -21.2% | +23.4% | +7.3% |
| 6M | -14.7% | -21.1% | +6.4% | -10.8% |
| YTD | -35.7% | -17.2% | -18.5% | -33.8% |
| 1Y | -37.1% | -30.7% | -6.3% | -33.1% |
| 3Y | -20.0% | -3.4% | -16.7% | -26.4% |
| 5Y | -62.1% | +25.5% | -87.7% | -68.8% |
| All | -37.4% | +718.3% | -755.6% | -65.7% |
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 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