-7.9%
BROS vs DECK
+19.0%
-26.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.9% |
| 7D | -21.2% | +5.8% | -27.0% | -22.9% |
| 30D | -11.6% | +7.9% | -19.4% | -14.0% |
| 3M | -36.7% | -11.4% | -25.3% | -33.7% |
| 6M | -42.8% | -16.6% | -26.3% | -38.9% |
| YTD | -44.8% | -16.4% | -28.5% | -42.0% |
| 1Y | -36.5% | +8.6% | -45.2% | -40.2% |
| 3Y | +27.0% | -15.1% | +42.1% | +18.6% |
| 5Y | -50.3% | +22.9% | -73.2% | -68.7% |
| All | -7.9% | +19.0% | -26.9% | -42.3% |
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