-31.4%
DECK vs BTSG
+448.8%
-480.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.6% | +4.1% | -0.4% |
| 7D | +6.0% | +9.4% | -3.3% | +3.9% |
| 30D | +7.4% | +3.3% | +4.1% | +6.5% |
| 3M | -11.7% | +4.5% | -16.2% | -12.9% |
| 6M | -11.0% | +28.0% | -39.0% | -17.1% |
| YTD | -15.4% | +75.9% | -91.2% | -27.3% |
| 1Y | +7.2% | +101.5% | -94.3% | -11.0% |
| All | -31.4% | +448.8% | -480.3% | -55.0% |
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