+7,078.7%
DECK vs RJF
+10,189.8%
-3,111.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.6% |
| 7D | +6.0% | +2.2% | +3.8% | +5.2% |
| 30D | +7.4% | +3.4% | +4.1% | +6.1% |
| 3M | -11.7% | -8.7% | -2.9% | -8.4% |
| 6M | -11.0% | +4.1% | -15.1% | -12.6% |
| YTD | -15.4% | +3.7% | -19.1% | -17.2% |
| 1Y | +7.2% | +4.4% | +2.8% | +4.7% |
| 3Y | -11.8% | +69.2% | -81.0% | -28.7% |
| 5Y | +24.3% | +76.6% | -52.3% | -1.9% |
| 10Y | +907.5% | +382.8% | +524.8% | +420.3% |
| All | +7,078.7% | +10,189.8% | -3,111.1% | +1,805.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling