+97.4%
FOXA vs DECK
+268.9%
-171.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.5% |
| 7D | +4.9% | +6.0% | -1.1% | +3.5% |
| 30D | +9.0% | +7.4% | +1.6% | +7.3% |
| 3M | +15.8% | -11.7% | +27.5% | +18.7% |
| 6M | +9.2% | -11.0% | +20.2% | +11.5% |
| YTD | -6.5% | -15.4% | +8.8% | -4.3% |
| 1Y | +5.4% | +7.2% | -1.8% | +2.3% |
| 3Y | +120.1% | -11.8% | +131.9% | +105.4% |
| 5Y | +73.6% | +24.3% | +49.3% | +41.2% |
| All | +97.4% | +268.9% | -171.5% | -6.6% |
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