-39.9%
BTDR vs DECK
+30.7%
-70.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -1.2% | +14.5% | +13.6% |
| 7D | -10.4% | +5.8% | -16.1% | -12.1% |
| 30D | -42.2% | +7.9% | -50.0% | -43.7% |
| 3M | -42.8% | -11.4% | -31.4% | -41.0% |
| 6M | -60.2% | -16.6% | -43.6% | -58.4% |
| YTD | -46.3% | -16.4% | -30.0% | -44.2% |
| 1Y | -71.7% | +8.6% | -80.3% | -73.0% |
| 3Y | +54.6% | -15.1% | +69.7% | +66.9% |
| 5Y | -39.5% | +22.9% | -62.4% | -36.4% |
| All | -39.9% | +30.7% | -70.5% | -37.1% |
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