-13.6%
BX vs DECK
+10.4%
-23.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.0% | -4.1% |
| 7D | +0.3% | +6.0% | -5.7% | -1.5% |
| 30D | +6.7% | +7.4% | -0.7% | +4.3% |
| 3M | -11.1% | -11.7% | +0.6% | -8.3% |
| 6M | -0.4% | -11.0% | +10.5% | +2.0% |
| YTD | -19.1% | -15.4% | -3.7% | -15.0% |
| 1Y | -13.6% | +7.2% | -20.8% | -16.6% |
| All | -13.6% | +10.4% | -23.9% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling