-30.7%
DECK vs BNS
+52.2%
-82.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +2.0% |
| 7D | -2.2% | +1.5% | -3.8% | -2.8% |
| 30D | -13.6% | +6.0% | -19.5% | -15.6% |
| 3M | -21.2% | +16.3% | -37.6% | -27.8% |
| 6M | -21.1% | +28.8% | -49.8% | -33.0% |
| YTD | -17.2% | +30.0% | -47.2% | -31.2% |
| 1Y | -30.7% | +50.7% | -81.5% | -44.2% |
| All | -30.7% | +52.2% | -82.9% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling