+55.8%
BKNG vs DECK
+23.3%
+32.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.6% | -4.4% |
| 7D | +8.5% | +5.8% | +2.7% | +6.8% |
| 30D | +3.1% | +7.9% | -4.8% | +0.9% |
| 3M | -22.3% | -11.4% | -10.9% | -19.5% |
| 6M | -4.1% | -16.6% | +12.5% | +1.0% |
| YTD | -24.5% | -16.4% | -8.1% | -21.3% |
| 1Y | -17.3% | +8.6% | -25.9% | -20.2% |
| 3Y | +38.4% | -15.1% | +53.5% | +26.8% |
| All | +55.8% | +23.3% | +32.5% | +9.8% |
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