-37.2%
BAX vs DECK
+885.7%
-922.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -3.0% |
| 7D | +9.1% | +6.0% | +3.1% | +8.2% |
| 30D | +5.3% | +7.4% | -2.1% | +4.1% |
| 3M | -6.1% | -11.7% | +5.5% | -4.4% |
| 6M | +53.3% | -11.0% | +64.2% | +55.8% |
| YTD | +34.4% | -15.4% | +49.8% | +37.3% |
| 1Y | +43.2% | +7.2% | +35.9% | +41.6% |
| 3Y | -20.1% | -11.8% | -8.3% | -20.8% |
| 5Y | -63.7% | +24.3% | -88.1% | -66.0% |
| All | -37.2% | +885.7% | -922.8% | -50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling