+71.6%
FITB vs DECK
+25.5%
+46.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.7% | -0.5% |
| 7D | +0.6% | -2.2% | +2.8% | +1.1% |
| 30D | -4.7% | -13.6% | +8.9% | -1.6% |
| 3M | +6.7% | -21.2% | +27.9% | +12.3% |
| 6M | +12.6% | -21.1% | +33.6% | +18.1% |
| YTD | +19.1% | -17.2% | +36.3% | +23.0% |
| 1Y | +22.6% | -30.7% | +53.4% | +31.2% |
| 3Y | +127.1% | -3.4% | +130.5% | +105.1% |
| All | +71.6% | +25.5% | +46.0% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling