+887.0%
DECK vs BRO
+318.3%
+568.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.8% | +5.1% |
| 7D | +6.4% | -1.0% | +7.4% | +6.9% |
| 30D | +9.1% | +13.2% | -4.1% | +1.6% |
| 3M | -7.2% | -0.1% | -7.1% | -7.6% |
| 6M | -9.9% | +26.8% | -36.7% | -21.6% |
| YTD | -12.8% | -10.0% | -2.8% | -9.2% |
| 1Y | +10.6% | -8.7% | +19.3% | +14.0% |
| 3Y | -13.8% | +1.1% | -14.9% | -21.7% |
| 5Y | +27.6% | +16.9% | +10.7% | +2.1% |
| 10Y | +887.0% | +311.3% | +575.8% | +220.2% |
| All | +887.0% | +318.3% | +568.8% | +220.2% |
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