-16.6%
DECK vs BRO
+25.0%
-41.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.9% | +0.3% |
| 7D | +5.8% | +3.6% | +2.1% | +4.1% |
| 30D | +7.9% | +17.1% | -9.3% | -0.2% |
| 3M | -11.4% | +1.8% | -13.2% | -12.1% |
| 6M | -16.6% | +28.5% | -45.1% | -22.1% |
| All | -16.6% | +25.0% | -41.6% | -22.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling