+28.5%
DECK vs RBA
+52.0%
-23.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.1% | +3.9% | +5.4% |
| 7D | +10.4% | +12.7% | -2.3% | +6.6% |
| 30D | +11.1% | +15.5% | -4.4% | +6.4% |
| 3M | -10.8% | -14.0% | +3.3% | -7.3% |
| 6M | -8.7% | -8.8% | +0.1% | -6.9% |
| YTD | -14.0% | -6.9% | -7.1% | -13.6% |
| 1Y | +12.0% | -3.0% | +15.0% | +11.1% |
| 3Y | -10.5% | +44.2% | -54.7% | -20.7% |
| 5Y | +28.5% | +50.6% | -22.1% | +11.5% |
| All | +28.5% | +52.0% | -23.5% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling