+35,390.4%
DECK vs BG
+922.2%
+34,468.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -2.0% |
| 7D | +6.0% | +2.6% | +3.4% | +5.2% |
| 30D | +7.4% | -8.2% | +15.6% | +10.0% |
| 3M | -11.7% | -7.0% | -4.7% | -10.3% |
| 6M | -11.0% | -23.5% | +12.5% | -4.7% |
| YTD | -15.4% | +12.6% | -28.0% | -20.4% |
| 1Y | +7.2% | +5.8% | +1.5% | +2.9% |
| 3Y | -11.8% | +1.4% | -13.2% | -16.6% |
| 5Y | +24.3% | +21.3% | +3.1% | +7.8% |
| 10Y | +907.5% | +90.7% | +816.9% | +608.7% |
| All | +35,390.4% | +922.2% | +34,468.1% | +17,723.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling