+6,920.8%
DECK vs BRO
+12,864.0%
-5,943.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.1% | +2.1% |
| 7D | -2.2% | -2.6% | +0.4% | -1.4% |
| 30D | -13.6% | +0.9% | -14.5% | -13.8% |
| 3M | -21.2% | +24.8% | -46.0% | -26.6% |
| 6M | -21.1% | -0.1% | -21.0% | -21.5% |
| YTD | -17.2% | -9.7% | -7.5% | -15.2% |
| 1Y | -30.7% | -24.5% | -6.3% | -25.0% |
| 3Y | -3.4% | -1.6% | -1.7% | -5.3% |
| 5Y | +25.5% | +25.6% | 0.0% | +13.3% |
| 10Y | +714.7% | +309.8% | +404.8% | +438.0% |
| All | +6,920.8% | +12,864.0% | -5,943.1% | +4,390.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling