-32.2%
DECK vs BTSG
+493.4%
-525.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | +0.1% | +6.0% | -5.9% | -1.1% |
| 30D | +4.8% | +12.4% | -7.6% | +2.1% |
| 3M | -6.9% | +18.2% | -25.2% | -10.5% |
| 6M | -7.6% | +26.0% | -33.6% | -13.4% |
| YTD | -16.3% | +90.1% | -106.4% | -29.2% |
| 1Y | +4.5% | +124.3% | -119.8% | -15.2% |
| All | -32.2% | +493.4% | -525.6% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling