+30,126.6%
DECK vs RCAT
-100.0%
+30,226.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.2% |
| 6M | -21.1% | -43.2% | +22.1% | -21.1% |
| YTD | -17.2% | +5.5% | -22.8% | -17.3% |
| 1Y | -30.7% | -1.6% | -29.1% | -30.8% |
| 3Y | -3.4% | +773.7% | -777.1% | -3.7% |
| 5Y | +25.5% | +187.6% | -162.1% | +25.1% |
| 10Y | +714.7% | -98.5% | +813.1% | +714.6% |
| All | +30,126.6% | -100.0% | +30,226.6% | +31,414.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling