+923.3%
DECK vs RL
+410.0%
+513.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.5% | +1.5% | +3.6% |
| 7D | +10.4% | +5.8% | +4.6% | +7.2% |
| 30D | +11.1% | +12.7% | -1.6% | +4.3% |
| 3M | -10.8% | +9.3% | -20.1% | -15.0% |
| 6M | -8.7% | +16.9% | -25.7% | -16.6% |
| YTD | -14.0% | +17.5% | -31.5% | -21.8% |
| 1Y | +12.0% | +34.6% | -22.6% | -5.4% |
| 3Y | -10.5% | +273.2% | -283.7% | -55.3% |
| 5Y | +28.5% | +265.2% | -236.8% | -36.9% |
| 10Y | +923.3% | +406.7% | +516.6% | +308.7% |
| All | +923.3% | +410.0% | +513.3% | +308.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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