+23.3%
BAC vs DECK
+31.2%
-8.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.0% | -2.0% | +2.9% |
| 7D | +1.5% | +10.4% | -8.8% | -0.2% |
| 30D | -4.4% | +11.1% | -15.5% | -6.2% |
| 3M | -17.5% | -10.8% | -6.7% | -16.0% |
| 6M | -0.1% | -8.7% | +8.7% | +1.0% |
| YTD | -4.6% | -14.0% | +9.4% | -3.2% |
| 1Y | -1.5% | +12.0% | -13.5% | -4.9% |
| 3Y | +95.2% | -10.5% | +105.7% | +84.6% |
| 5Y | +23.3% | +28.5% | -5.2% | -1.2% |
| All | +23.3% | +31.2% | -8.0% | -1.2% |
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