-1.8%
DECK vs BHP
+76.8%
-78.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -2.2% | -2.9% | +0.7% | -1.3% |
| 30D | -13.6% | +3.4% | -17.0% | -14.6% |
| 3M | -21.2% | +4.1% | -25.3% | -22.7% |
| 6M | -21.1% | +20.6% | -41.7% | -26.7% |
| YTD | -17.2% | +56.1% | -73.3% | -30.5% |
| 1Y | -30.7% | +69.6% | -100.3% | -43.9% |
| All | -1.8% | +76.8% | -78.5% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 3y: compounded portfolio wealth divided by compounded BHP 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…
3y analysis · Full analysis span regression · 6 months rolling