-16.9%
BA vs DECK
+31.2%
-48.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.0% | -3.8% | +0.4% |
| 7D | +5.9% | +10.4% | -4.5% | +3.0% |
| 30D | -8.2% | +11.1% | -19.3% | -11.0% |
| 3M | -25.4% | -10.8% | -14.6% | -23.2% |
| 6M | -20.0% | -8.7% | -11.3% | -18.5% |
| YTD | -18.5% | -14.0% | -4.4% | -16.4% |
| 1Y | -10.6% | +12.0% | -22.7% | -15.4% |
| 3Y | -9.3% | -10.5% | +1.2% | -17.4% |
| 5Y | -16.9% | +28.5% | -45.4% | -37.3% |
| All | -16.9% | +31.2% | -48.2% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling