+5.1%
BX vs DECK
+27.7%
-22.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.0% | +0.3% | +3.9% |
| 7D | +8.3% | +10.4% | -2.1% | +4.2% |
| 30D | +13.5% | +11.1% | +2.4% | +8.9% |
| 3M | -7.6% | -10.8% | +3.2% | -3.6% |
| 6M | +4.0% | -8.7% | +12.8% | +6.8% |
| YTD | -15.2% | -14.0% | -1.1% | -11.9% |
| 1Y | -8.5% | +12.0% | -20.5% | -15.0% |
| 3Y | +37.0% | -10.5% | +47.5% | +18.9% |
| All | +5.1% | +27.7% | -22.7% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling