+115.4%
FOXA vs DECK
-3.0%
+118.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -4.9% | -3.6% |
| 7D | -4.0% | -2.2% | -1.7% | -3.7% |
| 30D | +12.0% | -13.6% | +25.6% | +13.8% |
| 3M | +0.3% | -21.2% | +21.5% | +3.0% |
| 6M | +12.5% | -21.1% | +33.6% | +15.3% |
| YTD | -9.6% | -17.2% | +7.6% | -8.0% |
| 1Y | +8.6% | -30.7% | +39.3% | +12.4% |
| All | +115.4% | -3.0% | +118.4% | +119.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling