+12.5%
DECK vs BRO
-6.8%
+19.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.1% |
| 7D | +6.8% | +1.6% | +5.2% | +6.2% |
| 30D | +8.3% | +14.6% | -6.3% | +3.4% |
| 3M | -7.9% | +0.9% | -8.7% | -8.3% |
| 6M | -10.6% | +28.3% | -38.9% | -15.1% |
| YTD | -13.4% | -8.9% | -4.5% | -10.8% |
| 1Y | +12.5% | -7.5% | +20.0% | +15.7% |
| All | +12.5% | -6.8% | +19.2% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling