+888.8%
DECK vs RL
+362.4%
+526.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.3% | +5.8% | +2.4% |
| 7D | +6.0% | -4.7% | +10.7% | +8.6% |
| 30D | +7.4% | +3.6% | +3.9% | +5.4% |
| 3M | -11.7% | +0.5% | -12.2% | -12.1% |
| 6M | -11.0% | +6.6% | -17.6% | -14.7% |
| YTD | -15.4% | +8.8% | -24.2% | -20.0% |
| 1Y | +7.2% | +21.8% | -14.5% | -4.6% |
| 3Y | -11.8% | +245.8% | -257.6% | -54.3% |
| 5Y | +24.3% | +230.0% | -205.6% | -35.8% |
| All | +888.8% | +362.4% | +526.4% | +314.4% |
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