+27.0%
BROS vs DECK
+17.8%
+9.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.8% | +0.1% |
| 7D | -6.7% | -2.2% | -4.5% | -5.8% |
| 30D | -29.1% | -13.6% | -15.5% | -24.9% |
| 3M | -16.7% | -21.2% | +4.5% | -8.9% |
| 6M | -11.6% | -21.1% | +9.5% | -3.6% |
| YTD | -23.9% | -17.2% | -6.7% | -19.7% |
| 1Y | -34.8% | -30.7% | -4.0% | -26.8% |
| 3Y | +62.1% | -3.4% | +65.4% | +40.5% |
| All | +27.0% | +17.8% | +9.2% | -20.0% |
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