+8.6%
DECK vs BRO
-5.4%
+14.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.9% | -0.1% |
| 7D | +5.8% | +3.6% | +2.1% | +4.5% |
| 30D | +7.9% | +17.1% | -9.3% | +2.2% |
| 3M | -11.4% | +1.8% | -13.2% | -12.1% |
| 6M | -16.6% | +28.5% | -45.1% | -20.9% |
| YTD | -16.4% | -8.6% | -7.8% | -13.7% |
| 1Y | +8.6% | -4.7% | +13.3% | +10.0% |
| All | +8.6% | -5.4% | +14.0% | +10.0% |
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