-21.1%
DECK vs BTSG
+48.5%
-69.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.7% |
| 7D | -2.2% | +2.7% | -4.9% | -2.7% |
| 30D | -13.6% | -3.6% | -10.0% | -13.1% |
| 3M | -21.2% | +5.8% | -27.0% | -24.1% |
| 6M | -21.1% | +44.7% | -65.8% | -33.3% |
| All | -21.1% | +48.5% | -69.6% | -33.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling