-62.7%
BAX vs DECK
+31.2%
-93.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.0% | -2.0% | +2.8% |
| 7D | +4.1% | +10.4% | -6.3% | +2.1% |
| 30D | +9.4% | +11.1% | -1.7% | +7.2% |
| 3M | -6.5% | -10.8% | +4.3% | -4.6% |
| 6M | +59.6% | -8.7% | +68.3% | +62.1% |
| YTD | +38.9% | -14.0% | +52.9% | +42.0% |
| 1Y | +48.0% | +12.0% | +36.0% | +45.3% |
| 3Y | -17.5% | -10.5% | -7.0% | -18.5% |
| 5Y | -62.7% | +28.5% | -91.2% | -66.5% |
| All | -62.7% | +31.2% | -93.9% | -66.5% |
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