+37.8%
BLK vs DECK
+23.3%
+14.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.0% |
| 7D | +2.7% | +5.8% | -3.0% | +1.3% |
| 30D | +10.2% | +7.9% | +2.3% | +8.1% |
| 3M | +4.9% | -11.4% | +16.3% | +8.0% |
| 6M | +11.0% | -16.6% | +27.6% | +15.6% |
| YTD | +11.9% | -16.4% | +28.3% | +15.6% |
| 1Y | +12.6% | +8.6% | +3.9% | +8.6% |
| 3Y | +92.9% | -15.1% | +108.1% | +78.9% |
| All | +37.8% | +23.3% | +14.5% | +1.7% |
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