+748.8%
DECK vs RJF
+326.9%
+421.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.3% |
| 7D | +0.1% | +3.6% | -3.5% | -1.6% |
| 30D | +4.8% | +7.2% | -2.4% | +1.2% |
| 3M | -6.9% | -6.5% | -0.4% | -3.7% |
| 6M | -7.6% | +10.3% | -17.9% | -12.4% |
| YTD | -16.3% | +6.5% | -22.8% | -19.8% |
| 1Y | +4.5% | +6.1% | -1.6% | +0.2% |
| 3Y | -17.1% | +74.9% | -92.0% | -38.0% |
| 5Y | +21.9% | +81.3% | -59.4% | -11.9% |
| All | +748.8% | +326.9% | +421.9% | +303.6% |
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