-1.8%
DECK vs RNG
+135.4%
-137.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.4% | +2.1% |
| 7D | -2.2% | +5.8% | -8.0% | -3.1% |
| 30D | -13.6% | +19.6% | -33.2% | -16.1% |
| 3M | -21.2% | +67.0% | -88.3% | -27.7% |
| 6M | -21.1% | +88.4% | -109.5% | -30.0% |
| YTD | -17.2% | +155.5% | -172.7% | -32.5% |
| 1Y | -30.7% | +141.7% | -172.4% | -43.1% |
| All | -1.8% | +135.4% | -137.1% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling