+887.0%
DECK vs RNG
+259.3%
+627.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.1% |
| 7D | +6.4% | -6.2% | +12.6% | +7.7% |
| 30D | +9.1% | -8.0% | +17.1% | +10.6% |
| 3M | -7.2% | +15.7% | -22.9% | -10.3% |
| 6M | -9.9% | +60.3% | -70.3% | -19.7% |
| YTD | -12.8% | +153.8% | -166.6% | -31.5% |
| 1Y | +10.6% | +172.2% | -161.6% | -14.7% |
| 3Y | -13.8% | +174.8% | -188.6% | -35.9% |
| 5Y | +27.6% | -68.6% | +96.2% | +37.6% |
| 10Y | +887.0% | +248.2% | +638.9% | +532.6% |
| All | +887.0% | +259.3% | +627.8% | +532.6% |
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