-36.9%
BROS vs DECK
+31.2%
-68.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.0% | -5.0% | -1.5% |
| 7D | +2.5% | +10.4% | -7.9% | -1.6% |
| 30D | +15.1% | +11.1% | +4.0% | +10.2% |
| 3M | -31.4% | -10.8% | -20.6% | -28.2% |
| 6M | -22.6% | -8.7% | -13.9% | -20.2% |
| YTD | -28.1% | -14.0% | -14.1% | -25.3% |
| 1Y | -20.3% | +12.0% | -32.3% | -26.2% |
| 3Y | +66.1% | -10.5% | +76.5% | +47.8% |
| 5Y | -36.9% | +28.5% | -65.4% | -61.6% |
| All | -36.9% | +31.2% | -68.1% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling