+741.1%
DECK vs RCAT
-98.5%
+839.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.5% | +1.6% |
| 7D | -2.2% | -1.4% | -0.8% | -2.2% |
| 30D | -13.6% | -3.3% | -10.2% | -13.6% |
| 3M | -21.2% | -43.2% | +22.0% | -20.9% |
| 6M | -21.1% | -43.2% | +22.1% | -20.8% |
| YTD | -17.2% | +5.5% | -22.8% | -17.6% |
| 1Y | -30.7% | -1.6% | -29.1% | -31.2% |
| 3Y | -3.4% | +773.7% | -777.1% | -6.7% |
| 5Y | +25.5% | +187.6% | -162.1% | +21.6% |
| All | +741.1% | -98.5% | +839.6% | +499.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling