-25.6%
DECK vs BIYA
-99.9%
+74.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.6% | +6.0% | -1.5% |
| 7D | +6.0% | -10.6% | +16.6% | +6.1% |
| 30D | +7.4% | -19.4% | +26.9% | +7.3% |
| 3M | -11.7% | -61.5% | +49.9% | -10.8% |
| 6M | -11.0% | -91.5% | +80.6% | -10.3% |
| YTD | -15.4% | -97.2% | +81.8% | -13.5% |
| 1Y | +7.2% | -98.4% | +105.7% | +10.1% |
| All | -25.6% | -99.9% | +74.3% | -18.8% |
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