-32.2%
DECK vs BTSG
+459.6%
-491.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.1% | -1.6% |
| 7D | +5.8% | +0.4% | +5.4% | +5.6% |
| 30D | +7.9% | +5.3% | +2.6% | +6.5% |
| 3M | -11.4% | +10.8% | -22.2% | -13.7% |
| 6M | -16.6% | +27.3% | -43.9% | -22.2% |
| YTD | -16.4% | +79.3% | -95.7% | -28.5% |
| 1Y | +8.6% | +106.0% | -97.3% | -10.3% |
| All | -32.2% | +459.6% | -491.8% | -55.7% |
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