-30.7%
DECK vs RNG
+144.7%
-175.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.4% | +1.7% |
| 7D | -2.2% | +5.8% | -8.0% | -2.5% |
| 30D | -13.6% | +19.6% | -33.2% | -14.4% |
| 3M | -21.2% | +67.0% | -88.3% | -23.0% |
| 6M | -21.1% | +88.4% | -109.5% | -23.5% |
| YTD | -17.2% | +155.5% | -172.7% | -22.6% |
| 1Y | -30.7% | +141.7% | -172.4% | -36.3% |
| All | -30.7% | +144.7% | -175.5% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling