+26.3%
DECK vs RJF
+78.6%
-52.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.3% | +1.6% | +3.4% |
| 7D | +10.4% | +7.2% | +3.2% | +6.0% |
| 30D | +11.1% | +4.9% | +6.2% | +8.0% |
| 3M | -10.8% | -5.5% | -5.2% | -7.8% |
| 6M | -8.7% | +8.0% | -16.7% | -13.2% |
| YTD | -14.0% | +6.2% | -20.2% | -18.3% |
| 1Y | +12.0% | +7.8% | +4.2% | +5.4% |
| 3Y | -10.5% | +73.1% | -83.6% | -36.5% |
| All | +26.3% | +78.6% | -52.3% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling