-46.9%
BTDR vs DECK
+32.2%
-79.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.5% | -17.1% | -18.2% |
| 7D | -29.9% | +6.0% | -36.0% | -31.3% |
| 30D | -51.3% | +7.4% | -58.8% | -52.5% |
| 3M | -52.0% | -11.7% | -40.3% | -50.4% |
| 6M | -57.5% | -11.0% | -46.5% | -56.4% |
| YTD | -52.6% | -15.4% | -37.3% | -50.9% |
| 1Y | -76.0% | +7.2% | -83.2% | -77.0% |
| 3Y | +33.1% | -11.8% | +44.9% | +42.9% |
| 5Y | -46.6% | +24.3% | -71.0% | -44.0% |
| All | -46.9% | +32.2% | -79.1% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling