-49.1%
BROS vs DECK
+25.8%
-74.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -1.5% | -19.9% | -20.8% |
| 7D | -21.4% | +6.0% | -27.4% | -23.2% |
| 30D | -11.5% | +7.4% | -18.9% | -14.0% |
| 3M | -47.4% | -11.7% | -35.7% | -44.6% |
| 6M | -39.5% | -11.0% | -28.6% | -36.9% |
| YTD | -43.5% | -15.4% | -28.2% | -40.9% |
| 1Y | -37.8% | +7.2% | -45.0% | -41.3% |
| 3Y | +30.5% | -11.8% | +42.3% | +17.0% |
| 5Y | -49.1% | +24.3% | -73.5% | -68.8% |
| All | -49.1% | +25.8% | -74.9% | -68.8% |
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