+26.0%
FISV vs DECK
+885.7%
-859.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.5% |
| 7D | +29.4% | +6.0% | +23.4% | +27.7% |
| 30D | +38.0% | +7.4% | +30.5% | +35.6% |
| 3M | +15.9% | -11.7% | +27.6% | +19.2% |
| 6M | +9.5% | -11.0% | +20.5% | +12.1% |
| YTD | -6.6% | -15.4% | +8.8% | -4.1% |
| 1Y | -2.0% | +7.2% | -9.2% | -4.7% |
| 3Y | -47.5% | -11.8% | -35.7% | -49.8% |
| 5Y | -37.5% | +24.3% | -61.8% | -47.3% |
| All | +26.0% | +885.7% | -859.6% | -29.8% |
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