+28.5%
DECK vs BAH
+12.0%
+16.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.5% | +4.5% | +5.6% |
| 7D | +10.4% | +5.8% | +4.6% | +8.6% |
| 30D | +11.1% | +28.7% | -17.6% | +3.4% |
| 3M | -10.8% | +20.9% | -31.7% | -15.7% |
| 6M | -8.7% | +15.2% | -23.9% | -13.1% |
| YTD | -14.0% | +7.1% | -21.1% | -17.7% |
| 1Y | +12.0% | +6.4% | +5.6% | +7.1% |
| 3Y | -10.5% | -23.6% | +13.2% | -3.7% |
| 5Y | +28.5% | +11.5% | +17.0% | +24.1% |
| All | +28.5% | +12.0% | +16.4% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling