+6.9%
DECK vs RGEN
+18.8%
-11.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -0.8% | -3.1% | +2.3% | -0.2% |
| 30D | +4.9% | +0.1% | +4.8% | +4.7% |
| 3M | -5.8% | +4.8% | -10.6% | -7.9% |
| 6M | -8.6% | +48.9% | -57.5% | -18.4% |
| YTD | -14.7% | +5.3% | -20.1% | -22.6% |
| 1Y | +6.9% | +12.5% | -5.6% | -4.7% |
| All | +6.9% | +18.8% | -11.9% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling