-14.1%
DECK vs RBA
+44.2%
-58.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +6.0% | +7.3% | -1.3% | +3.9% |
| 30D | +7.4% | +16.9% | -9.5% | +2.5% |
| 3M | -11.7% | -0.5% | -11.2% | -11.7% |
| 6M | -11.0% | -10.4% | -0.5% | -8.7% |
| YTD | -15.4% | -7.2% | -8.1% | -15.1% |
| 1Y | +7.2% | -2.2% | +9.5% | +5.6% |
| All | -14.1% | +44.2% | -58.3% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 3y: compounded portfolio wealth divided by compounded RBA 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…
3y analysis · Full analysis span regression · 6 months rolling