-15.6%
DECK vs BRO
+0.1%
-15.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -0.8% | -3.4% | +2.6% | +0.1% |
| 30D | +4.9% | +12.4% | -7.6% | +1.5% |
| 3M | -5.8% | +0.4% | -6.2% | -6.1% |
| 6M | -8.6% | +29.6% | -38.2% | -13.5% |
| YTD | -14.7% | -9.5% | -5.2% | -13.4% |
| 1Y | +6.9% | -9.9% | +16.8% | +8.7% |
| All | -15.6% | +0.1% | -15.7% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling