+102.3%
BDX vs DECK
+730.5%
-628.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +4.9% | +1.0% |
| 7D | +1.0% | -3.7% | +4.7% | +1.3% |
| 30D | +15.1% | +0.6% | +14.5% | +15.0% |
| 3M | +18.2% | -7.3% | +25.5% | +18.9% |
| 6M | +48.1% | -10.9% | +59.1% | +49.5% |
| YTD | +44.1% | -18.5% | +62.6% | +46.3% |
| 1Y | +46.4% | +0.2% | +46.2% | +46.1% |
| 3Y | +24.4% | -19.8% | +44.2% | +23.7% |
| 5Y | +26.1% | +18.7% | +7.4% | +19.5% |
| All | +102.3% | +730.5% | -628.2% | +67.7% |
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