+741.1%
DECK vs RL
+313.2%
+428.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.5% | +0.5% |
| 7D | -2.2% | -0.8% | -1.4% | -1.8% |
| 30D | -13.6% | -7.8% | -5.8% | -9.9% |
| 3M | -21.2% | -4.0% | -17.2% | -19.8% |
| 6M | -21.1% | -1.9% | -19.2% | -20.8% |
| YTD | -17.2% | -0.2% | -17.1% | -18.0% |
| 1Y | -30.7% | +10.7% | -41.4% | -35.1% |
| 3Y | -3.4% | +210.8% | -214.1% | -47.2% |
| 5Y | +25.5% | +238.2% | -212.7% | -35.8% |
| All | +741.1% | +313.2% | +428.0% | +270.6% |
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