+24.6%
DECK vs BTG
+47.1%
-22.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.6% | -1.4% |
| 7D | +5.8% | +17.4% | -11.6% | +4.4% |
| 30D | +7.9% | +8.0% | -0.1% | +7.1% |
| 3M | -11.4% | +32.5% | -43.9% | -13.7% |
| 6M | -16.6% | +21.6% | -38.1% | -18.5% |
| YTD | -16.4% | +21.2% | -37.6% | -19.2% |
| 1Y | +8.6% | +43.9% | -35.2% | +3.1% |
| 3Y | -15.1% | +78.6% | -93.7% | -23.8% |
| All | +24.6% | +47.1% | -22.6% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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