+26.1%
DECK vs BAH
-3.4%
+29.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.0% | +2.0% |
| 7D | -2.2% | -3.2% | +1.0% | -1.3% |
| 30D | -13.6% | +2.0% | -15.6% | -14.1% |
| 3M | -21.2% | -7.6% | -13.6% | -19.8% |
| 6M | -21.1% | -5.7% | -15.4% | -20.7% |
| YTD | -17.2% | -11.7% | -5.5% | -16.2% |
| 1Y | -30.7% | -27.4% | -3.4% | -25.2% |
| 3Y | -3.4% | -32.5% | +29.2% | +8.0% |
| All | +26.1% | -3.4% | +29.5% | +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