+888.8%
DECK vs BAH
+235.6%
+653.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.9% |
| 7D | +6.0% | +6.0% | 0.0% | +4.0% |
| 30D | +7.4% | +31.1% | -23.6% | -1.6% |
| 3M | -11.7% | +25.2% | -36.8% | -18.1% |
| 6M | -11.0% | +18.9% | -29.9% | -16.7% |
| YTD | -15.4% | +8.3% | -23.7% | -19.7% |
| 1Y | +7.2% | +6.2% | +1.1% | +2.1% |
| 3Y | -11.8% | -22.8% | +10.9% | -7.2% |
| 5Y | +24.3% | +13.6% | +10.8% | +12.0% |
| All | +888.8% | +235.6% | +653.2% | +560.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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