+877.2%
DECK vs RJF
+367.7%
+509.5%
-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% | -8.9% | -2.5% | -7.1% |
| 6M | -16.6% | +2.9% | -19.4% | -18.1% |
| YTD | -16.4% | +2.8% | -19.2% | -18.4% |
| 1Y | +8.6% | +2.7% | +6.0% | +6.0% |
| 3Y | -15.1% | +69.3% | -84.4% | -35.5% |
| 5Y | +22.9% | +75.0% | -52.2% | -9.7% |
| All | +877.2% | +367.7% | +509.5% | +331.1% |
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