-1.8%
DECK vs RL
+212.5%
-214.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.5% | +0.3% |
| 7D | -2.2% | -0.8% | -1.4% | -1.8% |
| 30D | -13.6% | -7.8% | -5.8% | -9.4% |
| 3M | -21.2% | -4.0% | -17.2% | -19.7% |
| 6M | -21.1% | -1.9% | -19.2% | -20.9% |
| YTD | -17.2% | -0.2% | -17.1% | -18.3% |
| 1Y | -30.7% | +10.7% | -41.4% | -36.0% |
| All | -1.8% | +212.5% | -214.2% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling