+1,118.7%
FITB vs DECK
+7,999.1%
-6,880.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.1% |
| 7D | -1.8% | +6.0% | -7.8% | -2.6% |
| 30D | +4.8% | +7.4% | -2.6% | +3.7% |
| 3M | -6.4% | -11.7% | +5.2% | -5.0% |
| 6M | +7.9% | -11.0% | +18.9% | +9.3% |
| YTD | +17.0% | -15.4% | +32.4% | +18.9% |
| 1Y | +29.9% | +7.2% | +22.7% | +27.6% |
| 3Y | +124.8% | -11.8% | +136.7% | +121.5% |
| 5Y | +46.4% | +24.3% | +22.1% | +35.8% |
| 10Y | +258.1% | +907.5% | -649.4% | +156.5% |
| All | +1,118.7% | +7,999.1% | -6,880.4% | +676.0% |
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 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