+27.5%
DECK vs RNG
-75.4%
+102.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +6.8% | -6.0% | +12.8% | +8.1% |
| 30D | +8.3% | -7.4% | +15.7% | +9.7% |
| 3M | -7.9% | +14.6% | -22.4% | -10.9% |
| 6M | -10.6% | +61.5% | -72.1% | -20.6% |
| YTD | -13.4% | +155.7% | -169.1% | -33.1% |
| 1Y | +12.5% | +172.5% | -160.0% | -14.6% |
| 3Y | -14.9% | +168.0% | -182.9% | -37.8% |
| 5Y | +27.5% | -73.8% | +101.2% | +67.6% |
| All | +27.5% | -75.4% | +102.9% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling