+316.9%
BNY vs DECK
+753.0%
-436.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.2% |
| 7D | +3.9% | +0.1% | +3.7% | +3.8% |
| 30D | +11.9% | +4.8% | +7.1% | +10.7% |
| 3M | -5.0% | -6.9% | +1.9% | -3.9% |
| 6M | +14.6% | -7.6% | +22.2% | +15.5% |
| YTD | +34.5% | -16.3% | +50.7% | +37.1% |
| 1Y | +40.6% | +4.5% | +36.1% | +36.3% |
| 3Y | +261.7% | -17.1% | +278.8% | +245.4% |
| 5Y | +192.3% | +21.9% | +170.4% | +143.0% |
| All | +316.9% | +753.0% | -436.1% | +137.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling