+1,083.7%
FIX vs DECK
+31.2%
+1,052.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +6.0% | -21.1% | -16.9% |
| 7D | -18.9% | +10.4% | -29.3% | -21.7% |
| 30D | -36.3% | +11.1% | -47.4% | -38.6% |
| 3M | -38.5% | -10.8% | -27.7% | -36.8% |
| 6M | -42.3% | -8.7% | -33.5% | -41.9% |
| YTD | +17.1% | -14.0% | +31.1% | +18.9% |
| 1Y | +14.4% | +12.0% | +2.4% | +5.1% |
| 3Y | +486.7% | -10.5% | +497.1% | +436.9% |
| 5Y | +1,083.7% | +28.5% | +1,055.2% | +847.9% |
| All | +1,083.7% | +31.2% | +1,052.5% | +847.9% |
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