+415.6%
BNY vs DECK
+739.5%
-323.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-07 to 2026-09-07.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.2% | 0.0% |
| 7D | +1.4% | -2.2% | +3.7% | +1.9% |
| 30D | +3.8% | -13.6% | +17.4% | +6.9% |
| 3M | +14.9% | -21.2% | +36.2% | +20.1% |
| 6M | +40.3% | -21.1% | +61.4% | +46.1% |
| YTD | +43.9% | -17.2% | +61.1% | +47.3% |
| 1Y | +59.0% | -30.7% | +89.8% | +68.1% |
| 3Y | +290.7% | -3.4% | +294.1% | +257.1% |
| 5Y | +250.4% | +25.5% | +224.8% | +188.3% |
| All | +415.6% | +739.5% | -323.9% | +196.5% |
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 2016-09-07 to 2026-09-07: 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…
2016-09-07 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling