-52.2%
FIS vs DECK
+937.4%
-989.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +6.0% | -29.6% | -24.9% |
| 7D | -18.4% | +10.4% | -28.8% | -20.5% |
| 30D | -11.4% | +11.1% | -22.5% | -13.8% |
| 3M | -32.0% | -10.8% | -21.2% | -30.6% |
| 6M | -35.6% | -8.7% | -26.9% | -34.8% |
| YTD | -53.8% | -14.0% | -39.7% | -53.0% |
| 1Y | -51.1% | +12.0% | -63.1% | -53.1% |
| 3Y | -37.9% | -10.5% | -27.4% | -41.6% |
| 5Y | -69.6% | +28.5% | -98.0% | -75.1% |
| 10Y | -52.2% | +923.3% | -975.4% | -74.4% |
| All | -52.2% | +937.4% | -989.5% | -74.4% |
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 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