-37.6%
FIS vs DECK
-11.0%
-26.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +6.0% | -29.6% | -24.4% |
| 7D | -18.4% | +10.4% | -28.8% | -19.7% |
| 30D | -11.4% | +11.1% | -22.5% | -12.8% |
| 3M | -32.0% | -10.8% | -21.2% | -31.1% |
| 6M | -35.6% | -8.7% | -26.9% | -35.0% |
| YTD | -53.8% | -14.0% | -39.7% | -53.2% |
| 1Y | -51.1% | +12.0% | -63.1% | -52.0% |
| All | -37.6% | -11.0% | -26.6% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling