+9.8%
BAX vs DECK
-30.4%
+40.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.5% | +0.5% |
| 7D | -1.1% | -2.2% | +1.1% | -0.4% |
| 30D | -5.5% | -13.6% | +8.1% | -0.6% |
| 3M | +33.5% | -21.2% | +54.8% | +44.4% |
| 6M | +35.9% | -21.1% | +56.9% | +45.8% |
| YTD | +35.4% | -17.2% | +52.6% | +43.1% |
| 1Y | +9.8% | -30.7% | +40.5% | +12.3% |
| All | +9.8% | -30.4% | +40.2% | +12.3% |
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 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