+94.4%
FOXA vs DECK
+264.5%
-170.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | +5.4% | +5.8% | -0.4% | +4.1% |
| 30D | +6.3% | +7.9% | -1.6% | +4.5% |
| 3M | +8.3% | -11.4% | +19.7% | +11.0% |
| 6M | +7.6% | -16.6% | +24.2% | +11.4% |
| YTD | -7.9% | -16.4% | +8.4% | -5.5% |
| 1Y | +2.4% | +8.6% | -6.3% | -1.0% |
| 3Y | +120.3% | -15.1% | +135.5% | +107.7% |
| 5Y | +71.0% | +22.9% | +48.1% | +39.4% |
| All | +94.4% | +264.5% | -170.1% | -7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling