+81.8%
BDX vs DECK
+874.1%
-792.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | +7.1% | +5.8% | +1.3% | +6.5% |
| 30D | +17.6% | +7.9% | +9.7% | +16.8% |
| 3M | +20.4% | -11.4% | +31.8% | +21.6% |
| 6M | +48.3% | -16.6% | +64.8% | +50.5% |
| YTD | +41.6% | -16.4% | +57.9% | +43.3% |
| 1Y | +55.7% | +8.6% | +47.1% | +54.4% |
| 3Y | +10.6% | -15.1% | +25.7% | +9.5% |
| 5Y | +24.0% | +22.9% | +1.1% | +17.4% |
| All | +81.8% | +874.1% | -792.3% | +60.6% |
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