+694.8%
BX vs DECK
+718.3%
-23.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.6% |
| 7D | -4.4% | -2.2% | -2.2% | -3.6% |
| 30D | +0.1% | -13.6% | +13.7% | +5.1% |
| 3M | +16.0% | -21.2% | +37.3% | +25.4% |
| 6M | +21.6% | -21.1% | +42.7% | +30.8% |
| YTD | -8.9% | -17.2% | +8.3% | -4.4% |
| 1Y | -16.6% | -30.7% | +14.1% | -7.9% |
| 3Y | +43.3% | -3.4% | +46.7% | +29.7% |
| 5Y | +25.7% | +25.5% | +0.1% | -1.2% |
| All | +694.8% | +718.3% | -23.5% | +318.8% |
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 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