-29.3%
DECK vs BTSG
+476.3%
-505.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.0% | +1.3% | +3.7% |
| 7D | +6.4% | +4.4% | +2.0% | +5.4% |
| 30D | +9.1% | +8.5% | +0.6% | +7.1% |
| 3M | -7.2% | +10.8% | -18.0% | -9.6% |
| 6M | -9.9% | +26.1% | -36.1% | -15.7% |
| YTD | -12.8% | +84.6% | -97.4% | -25.8% |
| 1Y | +10.6% | +108.7% | -98.1% | -8.8% |
| All | -29.3% | +476.3% | -505.6% | -54.0% |
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