+1.9%
BDX vs DECK
+25.5%
-23.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.7% |
| 7D | -2.5% | -2.2% | -0.3% | -2.3% |
| 30D | +8.3% | -13.6% | +21.8% | +9.7% |
| 3M | +24.4% | -21.2% | +45.6% | +27.0% |
| 6M | +9.2% | -21.1% | +30.3% | +11.3% |
| YTD | +22.7% | -17.2% | +39.9% | +24.5% |
| 1Y | +25.9% | -30.7% | +56.6% | +28.9% |
| 3Y | -10.5% | -3.4% | -7.1% | -12.3% |
| All | +1.9% | +25.5% | -23.6% | -4.9% |
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