+12,471.5%
FIX vs DECK
+20,843.5%
-8,372.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.4% | +1.7% |
| 7D | +6.0% | -2.2% | +8.3% | +6.4% |
| 30D | -7.2% | -13.6% | +6.3% | -5.3% |
| 3M | -15.9% | -21.2% | +5.4% | -13.2% |
| 6M | +12.7% | -21.1% | +33.8% | +16.2% |
| YTD | +72.8% | -17.2% | +90.0% | +75.9% |
| 1Y | +122.9% | -30.7% | +153.6% | +131.4% |
| 3Y | +774.3% | -3.4% | +777.7% | +756.0% |
| 5Y | +2,049.5% | +25.5% | +2,023.9% | +1,901.8% |
| 10Y | +5,821.5% | +714.7% | +5,106.8% | +4,208.1% |
| All | +12,471.5% | +20,843.5% | -8,372.0% | +8,058.0% |
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