-36.8%
BAX vs DECK
+874.1%
-910.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | +12.1% | +5.8% | +6.4% | +11.2% |
| 30D | +7.6% | +7.9% | -0.3% | +6.3% |
| 3M | -4.5% | -11.4% | +6.9% | -2.8% |
| 6M | +52.0% | -16.6% | +68.6% | +56.0% |
| YTD | +35.1% | -16.4% | +51.5% | +38.3% |
| 1Y | +43.7% | +8.6% | +35.1% | +42.0% |
| 3Y | -20.9% | -15.1% | -5.8% | -21.2% |
| 5Y | -63.5% | +22.9% | -86.4% | -65.8% |
| All | -36.8% | +874.1% | -910.9% | -49.7% |
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