+26.1%
DECK vs RJF
+106.8%
-80.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.1% | +2.4% |
| 7D | -2.2% | -0.6% | -1.6% | -1.9% |
| 30D | -13.6% | -1.3% | -12.3% | -13.0% |
| 3M | -21.2% | +18.9% | -40.1% | -28.9% |
| 6M | -21.1% | +15.0% | -36.1% | -27.6% |
| YTD | -17.2% | +12.2% | -29.4% | -23.6% |
| 1Y | -30.7% | +5.6% | -36.4% | -33.8% |
| 3Y | -3.4% | +74.9% | -78.2% | -31.0% |
| All | +26.1% | +106.8% | -80.7% | -16.0% |
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