+7,190.8%
DECK vs RGEN
+2,127.5%
+5,063.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | 0.0% | +6.0% | +6.0% |
| 7D | +10.4% | -3.5% | +13.9% | +10.7% |
| 30D | +11.1% | -6.0% | +17.1% | +11.5% |
| 3M | -10.8% | +19.0% | -29.7% | -12.3% |
| 6M | -8.7% | +50.7% | -59.5% | -12.1% |
| YTD | -14.0% | +8.8% | -22.8% | -15.2% |
| 1Y | +12.0% | +21.3% | -9.3% | +9.6% |
| 3Y | -10.5% | +18.5% | -29.0% | -13.1% |
| 5Y | +28.5% | -35.7% | +64.2% | +28.7% |
| 10Y | +923.3% | +558.3% | +365.0% | +762.0% |
| All | +7,190.8% | +2,127.5% | +5,063.3% | +3,861.2% |
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