+877.2%
DECK vs BG
+90.1%
+787.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.3% |
| 7D | +5.8% | +2.5% | +3.2% | +4.9% |
| 30D | +7.9% | -6.1% | +14.0% | +9.7% |
| 3M | -11.4% | -8.5% | -2.9% | -9.7% |
| 6M | -16.6% | -20.4% | +3.8% | -11.7% |
| YTD | -16.4% | +13.3% | -29.6% | -22.1% |
| 1Y | +8.6% | +7.3% | +1.4% | +3.1% |
| 3Y | -15.1% | +2.6% | -17.7% | -20.6% |
| 5Y | +22.9% | +22.0% | +0.9% | +2.9% |
| All | +877.2% | +90.1% | +787.1% | +475.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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