+122.1%
BP vs DECK
+718.3%
-596.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.3% |
| 7D | +3.9% | -2.2% | +6.2% | +4.3% |
| 30D | +7.6% | -13.6% | +21.2% | +10.2% |
| 3M | +0.7% | -21.2% | +21.9% | +4.4% |
| 6M | +15.5% | -21.1% | +36.6% | +18.9% |
| YTD | +30.8% | -17.2% | +48.1% | +32.7% |
| 1Y | +34.3% | -30.7% | +65.1% | +40.2% |
| 3Y | +35.1% | -3.4% | +38.4% | +22.1% |
| 5Y | +126.8% | +25.5% | +101.3% | +85.4% |
| All | +122.1% | +718.3% | -596.1% | +24.7% |
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 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