+36.3%
BLK vs DECK
+25.5%
+10.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.7% |
| 7D | -3.6% | -2.2% | -1.4% | -3.1% |
| 30D | -1.0% | -13.6% | +12.6% | +2.5% |
| 3M | +10.4% | -21.2% | +31.6% | +16.7% |
| 6M | +8.2% | -21.1% | +29.3% | +14.0% |
| YTD | +6.0% | -17.2% | +23.3% | +9.8% |
| 1Y | +3.3% | -30.7% | +34.1% | +11.1% |
| 3Y | +70.3% | -3.4% | +73.6% | +51.9% |
| All | +36.3% | +25.5% | +10.8% | -2.5% |
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