-36.5%
BROS vs DECK
+6.6%
-43.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.9% |
| 7D | -21.2% | +5.8% | -27.0% | -22.5% |
| 30D | -11.6% | +7.9% | -19.4% | -13.5% |
| 3M | -36.7% | -11.4% | -25.3% | -34.5% |
| 6M | -42.8% | -16.6% | -26.3% | -39.9% |
| YTD | -44.8% | -16.4% | -28.5% | -41.5% |
| 1Y | -36.5% | +8.6% | -45.2% | -41.2% |
| All | -36.5% | +6.6% | -43.2% | -41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling