-63.7%
BAX vs DECK
+25.8%
-89.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.9% |
| 7D | +9.1% | +6.0% | +3.1% | +8.0% |
| 30D | +5.3% | +7.4% | -2.1% | +3.8% |
| 3M | -6.1% | -11.7% | +5.5% | -4.1% |
| 6M | +53.3% | -11.0% | +64.2% | +56.4% |
| YTD | +34.4% | -15.4% | +49.8% | +37.8% |
| 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% | -67.4% |
| All | -63.7% | +25.8% | -89.5% | -67.4% |
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