+720.0%
DECK vs RNG
+354.4%
+365.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.2% | +6.2% | +6.0% |
| 7D | +10.4% | -9.6% | +19.9% | +12.4% |
| 30D | +11.1% | -1.4% | +12.5% | +11.1% |
| 3M | -10.8% | +28.8% | -39.5% | -15.5% |
| 6M | -8.7% | +65.6% | -74.3% | -19.0% |
| YTD | -14.0% | +171.4% | -185.4% | -33.1% |
| 1Y | +12.0% | +185.3% | -173.3% | -13.8% |
| 3Y | -10.5% | +176.8% | -187.2% | -33.0% |
| 5Y | +28.5% | -67.4% | +95.9% | +36.6% |
| 10Y | +923.3% | +290.9% | +632.4% | +530.5% |
| All | +720.0% | +354.4% | +365.7% | +405.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling