+34,609.7%
DECK vs BG
+1,131.5%
+33,478.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +1.9% |
| 7D | -2.2% | +2.8% | -5.0% | -3.2% |
| 30D | -13.6% | +12.0% | -25.6% | -16.8% |
| 3M | -21.2% | -7.7% | -13.5% | -19.8% |
| 6M | -21.1% | +4.5% | -25.6% | -23.3% |
| YTD | -17.2% | +35.7% | -52.9% | -26.1% |
| 1Y | -30.7% | +50.1% | -80.8% | -40.6% |
| 3Y | -3.4% | +12.6% | -16.0% | -11.1% |
| 5Y | +25.5% | +75.4% | -49.9% | -3.1% |
| 10Y | +714.7% | +150.5% | +564.2% | +428.2% |
| All | +34,609.7% | +1,131.5% | +33,478.2% | +16,436.0% |
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