+4,711.5%
BDX vs DECK
+8,125.5%
-3,414.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.0% | -0.4% | +5.3% |
| 7D | +7.2% | +10.4% | -3.2% | +6.7% |
| 30D | +15.8% | +11.1% | +4.7% | +15.2% |
| 3M | +23.7% | -10.8% | +34.5% | +24.3% |
| 6M | +44.8% | -8.7% | +53.6% | +45.3% |
| YTD | +39.8% | -14.0% | +53.8% | +40.5% |
| 1Y | +52.3% | +12.0% | +40.3% | +51.3% |
| 3Y | +9.3% | -10.5% | +19.8% | +8.7% |
| 5Y | +22.2% | +28.5% | -6.3% | +18.9% |
| 10Y | +82.5% | +923.3% | -840.8% | +61.9% |
| All | +4,711.5% | +8,125.5% | -3,414.0% | +3,906.6% |
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 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