-32.9%
DECK vs BTSG
+406.1%
-439.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.8% |
| 7D | -2.2% | +2.7% | -4.9% | -2.8% |
| 30D | -13.6% | -3.6% | -10.0% | -13.0% |
| 3M | -21.2% | +5.8% | -27.0% | -23.1% |
| 6M | -21.1% | +44.7% | -65.8% | -28.8% |
| YTD | -17.2% | +62.2% | -79.4% | -27.5% |
| 1Y | -30.7% | +152.1% | -182.8% | -45.7% |
| All | -32.9% | +406.1% | -439.0% | -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 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