+887.0%
DECK vs BG
+95.6%
+791.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.1% | +2.2% | +3.7% |
| 7D | +6.4% | +7.4% | -1.0% | +4.1% |
| 30D | +9.1% | -1.5% | +10.6% | +9.4% |
| 3M | -7.2% | -6.1% | -1.2% | -6.2% |
| 6M | -9.9% | -18.0% | +8.1% | -5.5% |
| YTD | -12.8% | +15.6% | -28.4% | -19.3% |
| 1Y | +10.6% | +9.6% | +1.0% | +4.2% |
| 3Y | -13.8% | +6.3% | -20.1% | -20.3% |
| 5Y | +27.6% | +24.6% | +3.0% | +6.1% |
| 10Y | +887.0% | +98.1% | +788.9% | +479.2% |
| All | +887.0% | +95.6% | +791.4% | +479.2% |
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