+24.3%
DECK vs RCAT
+25.6%
-1.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.9% | +13.3% | -0.8% |
| 7D | +6.0% | -32.6% | +38.6% | +7.9% |
| 30D | +7.4% | -46.3% | +53.7% | +10.4% |
| 3M | -11.7% | -60.7% | +49.0% | -8.0% |
| 6M | -11.0% | -67.4% | +56.4% | -7.2% |
| YTD | -15.4% | -57.1% | +41.7% | -14.3% |
| 1Y | +7.2% | -63.8% | +71.0% | +9.2% |
| 3Y | -11.8% | +268.1% | -279.9% | -23.7% |
| 5Y | +24.3% | +25.2% | -0.9% | +17.1% |
| All | +24.3% | +25.6% | -1.3% | +17.1% |
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