-44.0%
BTDR vs DECK
+30.8%
-74.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +2.7% | -11.4% | -9.5% |
| 7D | -6.9% | +0.1% | -7.0% | -6.8% |
| 30D | -31.5% | +4.8% | -36.4% | -32.6% |
| 3M | -36.1% | -6.9% | -29.1% | -34.9% |
| 6M | -57.6% | -7.6% | -50.1% | -57.2% |
| YTD | -50.0% | -16.3% | -33.8% | -48.0% |
| 1Y | -49.6% | +4.5% | -54.1% | -51.3% |
| 3Y | +48.5% | -17.1% | +65.6% | +60.8% |
| 5Y | -43.8% | +21.9% | -65.7% | -40.9% |
| All | -44.0% | +30.8% | -74.8% | -41.4% |
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