-30.4%
DECK vs BTSG
+481.7%
-512.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.1% | +6.0% | +6.0% |
| 7D | +10.4% | +17.4% | -7.0% | +6.6% |
| 30D | +11.1% | +12.6% | -1.5% | +8.2% |
| 3M | -10.8% | +11.2% | -22.0% | -13.1% |
| 6M | -8.7% | +30.4% | -39.1% | -15.2% |
| YTD | -14.0% | +86.4% | -100.4% | -27.0% |
| 1Y | +12.0% | +117.9% | -105.9% | -8.5% |
| All | -30.4% | +481.7% | -512.0% | -54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling