-34.4%
BAX vs DECK
+718.3%
-752.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.5% | +0.8% |
| 7D | -1.1% | -2.2% | +1.1% | -0.8% |
| 30D | -5.5% | -13.6% | +8.1% | -3.4% |
| 3M | +33.5% | -21.2% | +54.8% | +38.4% |
| 6M | +35.9% | -21.1% | +56.9% | +40.6% |
| YTD | +35.4% | -17.2% | +52.6% | +38.8% |
| 1Y | +9.8% | -30.7% | +40.5% | +14.7% |
| 3Y | -32.7% | -3.4% | -29.4% | -34.0% |
| 5Y | -65.6% | +25.5% | -91.1% | -67.8% |
| All | -34.4% | +718.3% | -752.7% | -47.7% |
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