+888.8%
DECK vs RNG
+267.2%
+621.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.7% | +3.1% | -0.6% |
| 7D | +6.0% | -11.2% | +17.2% | +8.4% |
| 30D | +7.4% | -3.8% | +11.2% | +8.0% |
| 3M | -11.7% | +21.1% | -32.8% | -15.4% |
| 6M | -11.0% | +56.2% | -67.2% | -20.2% |
| YTD | -15.4% | +158.8% | -174.1% | -33.8% |
| 1Y | +7.2% | +173.6% | -166.4% | -17.3% |
| 3Y | -11.8% | +163.9% | -175.7% | -33.9% |
| 5Y | +24.3% | -68.1% | +92.4% | +33.6% |
| All | +888.8% | +267.2% | +621.6% | +522.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling