+18.7%
DECK vs BRO
+14.1%
+4.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -3.9% |
| 7D | -3.7% | -5.1% | +1.5% | -1.6% |
| 30D | +0.6% | +10.4% | -9.8% | -3.6% |
| 3M | -7.3% | -0.5% | -6.8% | -7.4% |
| 6M | -10.9% | +27.1% | -38.0% | -19.4% |
| YTD | -18.5% | -10.6% | -7.9% | -15.3% |
| 1Y | +0.2% | -11.1% | +11.3% | +4.2% |
| 3Y | -19.8% | -1.0% | -18.9% | -26.4% |
| 5Y | +18.7% | +13.4% | +5.3% | -5.0% |
| All | +18.7% | +14.1% | +4.6% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling