-42.3%
FIX vs DECK
-10.6%
-31.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +6.0% | -21.1% | -13.4% |
| 7D | -18.9% | +10.4% | -29.3% | -16.7% |
| 30D | -36.3% | +11.1% | -47.4% | -34.2% |
| 3M | -38.5% | -10.8% | -27.7% | -40.1% |
| 6M | -42.3% | -8.7% | -33.5% | -44.2% |
| All | -42.3% | -10.6% | -31.7% | -44.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling