+26.1%
DECK vs RCAT
+183.7%
-157.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -19.6% |
| 6M | -21.1% | -43.2% | +22.1% | -20.0% |
| YTD | -17.2% | +5.5% | -22.8% | -19.2% |
| 1Y | -30.7% | -1.6% | -29.1% | -32.9% |
| 3Y | -3.4% | +773.7% | -777.1% | -16.9% |
| All | +26.1% | +183.7% | -157.6% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling