+570.1%
BE vs DECK
+360.0%
+210.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -1.5% | -14.9% | -15.6% |
| 7D | -24.6% | +6.0% | -30.7% | -27.1% |
| 30D | -43.4% | +7.4% | -50.8% | -45.6% |
| 3M | -28.5% | -11.7% | -16.9% | -24.7% |
| 6M | -43.3% | -11.0% | -32.3% | -42.0% |
| YTD | +92.8% | -15.4% | +108.2% | +96.8% |
| 1Y | +18.5% | +7.2% | +11.2% | +4.4% |
| 3Y | +1,451.1% | -11.8% | +1,462.9% | +1,149.6% |
| 5Y | +423.5% | +24.3% | +399.2% | +205.3% |
| All | +570.1% | +360.0% | +210.1% | +40.4% |
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