+25.0%
BDX vs DECK
+25.8%
-0.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.2% |
| 7D | +7.7% | +6.0% | +1.7% | +7.1% |
| 30D | +18.4% | +7.4% | +11.0% | +17.6% |
| 3M | +25.9% | -11.7% | +37.5% | +27.2% |
| 6M | +50.0% | -11.0% | +61.0% | +51.5% |
| YTD | +42.7% | -15.4% | +58.1% | +44.4% |
| 1Y | +57.8% | +7.2% | +50.6% | +57.0% |
| 3Y | +11.6% | -11.8% | +23.4% | +10.0% |
| 5Y | +25.0% | +24.3% | +0.6% | +14.8% |
| All | +25.0% | +25.8% | -0.8% | +14.8% |
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