+28.5%
DECK vs RCAT
+43.4%
-14.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -10.3% | +16.3% | +6.5% |
| 7D | +10.4% | -18.5% | +28.9% | +11.4% |
| 30D | +11.1% | -37.0% | +48.1% | +13.4% |
| 3M | -10.8% | -54.9% | +44.1% | -7.6% |
| 6M | -8.7% | -63.6% | +54.9% | -5.3% |
| YTD | -14.0% | -49.6% | +35.5% | -13.6% |
| 1Y | +12.0% | -57.8% | +69.8% | +13.3% |
| 3Y | -10.5% | +332.4% | -342.9% | -23.1% |
| 5Y | +28.5% | +48.1% | -19.7% | +20.3% |
| All | +28.5% | +43.4% | -14.9% | +20.3% |
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 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