+26.1%
DECK vs RGEN
-42.4%
+68.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +1.9% |
| 7D | -2.2% | -4.9% | +2.7% | -0.9% |
| 30D | -13.6% | +5.7% | -19.3% | -15.1% |
| 3M | -21.2% | +32.4% | -53.7% | -27.5% |
| 6M | -21.1% | +33.2% | -54.3% | -27.9% |
| YTD | -17.2% | +2.3% | -19.5% | -19.2% |
| 1Y | -30.7% | +39.0% | -69.7% | -38.3% |
| 3Y | -3.4% | -4.6% | +1.3% | -8.5% |
| All | +26.1% | -42.4% | +68.5% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling