+8,419.6%
FIX vs DECK
+21,648.9%
-13,229.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +6.0% | -21.1% | -16.0% |
| 7D | -18.9% | +10.4% | -29.3% | -20.3% |
| 30D | -36.3% | +11.1% | -47.4% | -37.4% |
| 3M | -38.5% | -10.8% | -27.7% | -37.7% |
| 6M | -42.3% | -8.7% | -33.5% | -42.0% |
| YTD | +17.1% | -14.0% | +31.1% | +18.2% |
| 1Y | +14.4% | +12.0% | +2.4% | +10.7% |
| 3Y | +486.7% | -10.5% | +497.1% | +478.8% |
| 5Y | +1,083.7% | +28.5% | +1,055.2% | +997.8% |
| 10Y | +3,932.4% | +923.3% | +3,009.2% | +2,749.6% |
| All | +8,419.6% | +21,648.9% | -13,229.3% | +5,382.0% |
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