+726.4%
DECK vs RNG
+236.7%
+489.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.4% | -4.6% |
| 7D | -3.7% | +2.3% | -5.9% | -4.1% |
| 30D | +0.6% | -3.4% | +4.0% | +1.0% |
| 3M | -7.3% | +20.9% | -28.2% | -11.2% |
| 6M | -10.9% | +82.2% | -93.1% | -22.5% |
| YTD | -18.5% | +164.6% | -183.1% | -36.5% |
| 1Y | +0.2% | +177.0% | -176.8% | -22.8% |
| 3Y | -19.8% | +177.4% | -197.3% | -40.4% |
| 5Y | +18.7% | -72.3% | +91.0% | +31.2% |
| All | +726.4% | +236.7% | +489.8% | +461.7% |
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