+730.7%
DECK vs BRO
+312.2%
+418.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.1% | +2.4% |
| 7D | -2.2% | -2.6% | +0.4% | -0.8% |
| 30D | -13.6% | +0.9% | -14.5% | -14.0% |
| 3M | -21.2% | +24.8% | -46.0% | -30.5% |
| 6M | -21.1% | -0.1% | -21.0% | -21.9% |
| YTD | -17.2% | -9.7% | -7.5% | -13.6% |
| 1Y | -30.7% | -24.5% | -6.3% | -20.1% |
| 3Y | -3.4% | -1.6% | -1.7% | -10.3% |
| 5Y | +25.5% | +25.6% | 0.0% | -4.8% |
| All | +730.7% | +312.2% | +418.5% | +168.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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