+244.2%
FITB vs DECK
+874.1%
-629.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -1.5% | +5.8% | -7.3% | -3.4% |
| 30D | +5.8% | +7.9% | -2.0% | +3.0% |
| 3M | -6.1% | -11.4% | +5.3% | -2.7% |
| 6M | +5.9% | -16.6% | +22.5% | +11.5% |
| YTD | +16.1% | -16.4% | +32.5% | +20.5% |
| 1Y | +28.8% | +8.6% | +20.2% | +21.8% |
| 3Y | +126.0% | -15.1% | +141.1% | +108.9% |
| 5Y | +45.3% | +22.9% | +22.4% | +9.2% |
| All | +244.2% | +874.1% | -629.9% | +32.5% |
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