+967.7%
BX vs DECK
+1,523.8%
-556.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.6% |
| 7D | -4.4% | -2.2% | -2.2% | -3.7% |
| 30D | +0.1% | -13.6% | +13.7% | +4.5% |
| 3M | +16.0% | -21.2% | +37.3% | +24.1% |
| 6M | +21.6% | -21.1% | +42.7% | +29.7% |
| YTD | -8.9% | -17.2% | +8.3% | -4.9% |
| 1Y | -16.6% | -30.7% | +14.1% | -9.1% |
| 3Y | +43.3% | -3.4% | +46.7% | +34.0% |
| 5Y | +25.7% | +25.5% | +0.1% | +6.8% |
| 10Y | +689.5% | +714.7% | -25.2% | +280.4% |
| All | +967.7% | +1,523.8% | -556.1% | +241.5% |
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