+877.2%
DECK vs RJF
+366.1%
+511.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.5% |
| 7D | +5.8% | +3.6% | +2.2% | +4.0% |
| 30D | +7.9% | +3.5% | +4.3% | +6.0% |
| 3M | -11.4% | -9.2% | -2.2% | -7.0% |
| 6M | -16.6% | +2.5% | -19.1% | -18.0% |
| YTD | -16.4% | +2.5% | -18.8% | -18.3% |
| 1Y | +8.6% | +2.3% | +6.3% | +6.2% |
| 3Y | -15.1% | +68.7% | -83.8% | -35.4% |
| 5Y | +22.9% | +74.4% | -51.6% | -9.5% |
| All | +877.2% | +366.1% | +511.1% | +331.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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