+1,140.8%
FITB vs DECK
+7,820.9%
-6,680.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.7% | -0.4% |
| 7D | +0.6% | -2.2% | +2.8% | +0.9% |
| 30D | -4.7% | -13.6% | +8.9% | -2.9% |
| 3M | +6.7% | -21.2% | +27.9% | +10.0% |
| 6M | +12.6% | -21.1% | +33.6% | +16.0% |
| YTD | +19.1% | -17.2% | +36.3% | +21.5% |
| 1Y | +22.6% | -30.7% | +53.4% | +27.7% |
| 3Y | +127.1% | -3.4% | +130.5% | +120.4% |
| 5Y | +71.8% | +25.5% | +46.3% | +58.9% |
| 10Y | +287.2% | +714.7% | -427.5% | +183.8% |
| All | +1,140.8% | +7,820.9% | -6,680.2% | +693.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling