+741.1%
DECK vs RGEN
+433.1%
+308.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +1.8% |
| 7D | -2.2% | -4.9% | +2.7% | -1.0% |
| 30D | -13.6% | +5.7% | -19.3% | -14.9% |
| 3M | -21.2% | +32.4% | -53.7% | -27.0% |
| 6M | -21.1% | +33.2% | -54.3% | -27.3% |
| YTD | -17.2% | +2.3% | -19.5% | -19.0% |
| 1Y | -30.7% | +39.0% | -69.7% | -37.6% |
| 3Y | -3.4% | -4.6% | +1.3% | -8.4% |
| 5Y | +25.5% | -42.7% | +68.2% | +26.6% |
| All | +741.1% | +433.1% | +308.1% | +391.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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