-37.2%
FPS vs DECK
-21.5%
-15.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | -1.5% | -17.3% | -18.7% |
| 7D | -35.8% | +6.0% | -41.8% | -36.3% |
| 30D | -56.0% | +7.4% | -63.4% | -56.6% |
| 3M | -52.7% | -11.7% | -41.0% | -50.8% |
| 6M | -56.6% | -11.0% | -45.6% | -57.3% |
| All | -37.2% | -21.5% | -15.7% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling