+839.4%
DECK vs BR
+271.1%
+568.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | +6.8% | +5.0% | +1.8% | +4.3% |
| 30D | +8.3% | +16.6% | -8.3% | +0.4% |
| 3M | -7.9% | +12.0% | -19.8% | -13.0% |
| 6M | -10.6% | +30.7% | -41.3% | -22.2% |
| YTD | -13.4% | -11.9% | -1.5% | -8.9% |
| 1Y | +12.5% | -11.6% | +24.0% | +17.9% |
| 3Y | -14.9% | +15.0% | -29.9% | -23.1% |
| 5Y | +27.5% | +18.1% | +9.4% | +11.1% |
| 10Y | +839.4% | +278.6% | +560.7% | +526.3% |
| All | +839.4% | +271.1% | +568.3% | +526.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling