+796.3%
BAX vs DECK
+7,820.9%
-7,024.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.5% | +0.9% |
| 7D | -1.1% | -2.2% | +1.1% | -1.0% |
| 30D | -5.5% | -13.6% | +8.1% | -4.7% |
| 3M | +33.5% | -21.2% | +54.8% | +35.4% |
| 6M | +35.9% | -21.1% | +56.9% | +37.7% |
| YTD | +35.4% | -17.2% | +52.6% | +36.7% |
| 1Y | +9.8% | -30.7% | +40.5% | +11.8% |
| 3Y | -32.7% | -3.4% | -29.4% | -33.2% |
| 5Y | -65.6% | +25.5% | -91.1% | -66.5% |
| 10Y | -34.9% | +714.7% | -749.6% | -42.4% |
| All | +796.3% | +7,820.9% | -7,024.7% | +608.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling