-27.2%
DECK vs BIYA
-99.8%
+72.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.6% |
| 7D | -2.2% | +1.3% | -3.6% | -2.2% |
| 30D | -13.6% | -21.0% | +7.4% | -13.3% |
| 3M | -21.2% | -74.3% | +53.1% | -20.8% |
| 6M | -21.1% | -84.6% | +63.5% | -21.4% |
| YTD | -17.2% | -94.2% | +76.9% | -15.9% |
| 1Y | -30.7% | -98.2% | +67.5% | -27.7% |
| All | -27.2% | -99.8% | +72.6% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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