+6,994.5%
DECK vs BRO
+13,024.3%
-6,029.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.9% | -0.2% |
| 7D | +5.8% | +3.6% | +2.1% | +4.6% |
| 30D | +7.9% | +17.1% | -9.3% | +2.4% |
| 3M | -11.4% | +1.8% | -13.2% | -12.1% |
| 6M | -16.6% | +28.5% | -45.1% | -23.2% |
| YTD | -16.4% | -8.6% | -7.8% | -14.8% |
| 1Y | +8.6% | -4.7% | +13.3% | +9.2% |
| 3Y | -15.1% | +4.0% | -19.1% | -18.4% |
| 5Y | +22.9% | +20.7% | +2.2% | +12.2% |
| 10Y | +895.7% | +333.0% | +562.7% | +546.8% |
| All | +6,994.5% | +13,024.3% | -6,029.9% | +4,411.0% |
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 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