+6,920.8%
DECK vs RGEN
+1,995.0%
+4,925.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +1.6% |
| 7D | -2.2% | -4.9% | +2.7% | -1.8% |
| 30D | -13.6% | +5.7% | -19.3% | -14.0% |
| 3M | -21.2% | +32.4% | -53.7% | -23.2% |
| 6M | -21.1% | +33.2% | -54.3% | -23.2% |
| YTD | -17.2% | +2.3% | -19.5% | -17.7% |
| 1Y | -30.7% | +39.0% | -69.7% | -33.0% |
| 3Y | -3.4% | -4.6% | +1.3% | -4.7% |
| 5Y | +25.5% | -42.7% | +68.2% | +27.0% |
| 10Y | +714.7% | +433.6% | +281.1% | +597.5% |
| All | +6,920.8% | +1,995.0% | +4,925.8% | +3,741.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling