+20,156.8%
DECK vs RL
+1,366.2%
+18,790.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.5% | +0.7% |
| 7D | -2.2% | -0.8% | -1.4% | -1.9% |
| 30D | -13.6% | -7.8% | -5.8% | -10.6% |
| 3M | -21.2% | -4.0% | -17.2% | -20.0% |
| 6M | -21.1% | -1.9% | -19.2% | -20.7% |
| YTD | -17.2% | -0.2% | -17.1% | -17.7% |
| 1Y | -30.7% | +10.7% | -41.4% | -34.1% |
| 3Y | -3.4% | +210.8% | -214.1% | -40.8% |
| 5Y | +25.5% | +238.2% | -212.7% | -26.6% |
| 10Y | +714.7% | +313.4% | +401.3% | +309.4% |
| All | +20,156.8% | +1,366.2% | +18,790.6% | +7,329.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling