+44.8%
BLK vs DECK
+20.9%
+24.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.2% |
| 7D | +3.7% | +0.1% | +3.6% | +3.7% |
| 30D | +13.9% | +4.8% | +9.1% | +12.5% |
| 3M | +3.9% | -6.9% | +10.9% | +5.7% |
| 6M | +13.0% | -7.6% | +20.5% | +14.7% |
| YTD | +16.1% | -16.3% | +32.4% | +19.9% |
| 1Y | +16.8% | +4.5% | +12.3% | +13.7% |
| 3Y | +97.7% | -17.1% | +114.8% | +84.8% |
| All | +44.8% | +20.9% | +24.0% | +6.4% |
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 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