+38.4%
BKNG vs DECK
-13.4%
+51.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.6% | -4.5% |
| 7D | +8.5% | +5.8% | +2.7% | +7.2% |
| 30D | +3.1% | +7.9% | -4.8% | +1.4% |
| 3M | -22.3% | -11.4% | -10.9% | -20.3% |
| 6M | -4.1% | -16.6% | +12.5% | -0.4% |
| YTD | -24.5% | -16.4% | -8.1% | -21.9% |
| 1Y | -17.3% | +8.6% | -25.9% | -18.8% |
| 3Y | +38.4% | -15.1% | +53.5% | +39.0% |
| All | +38.4% | -13.4% | +51.8% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling