+7.2%
DECK vs BAH
+7.4%
-0.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.7% |
| 7D | +6.0% | +6.0% | 0.0% | +5.1% |
| 30D | +7.4% | +31.1% | -23.6% | +3.2% |
| 3M | -11.7% | +25.2% | -36.8% | -14.6% |
| 6M | -11.0% | +18.9% | -29.9% | -14.1% |
| YTD | -15.4% | +8.3% | -23.7% | -19.6% |
| 1Y | +7.2% | +6.2% | +1.1% | +1.5% |
| All | +7.2% | +7.4% | -0.1% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling