+689.7%
DECK vs RNG
+327.7%
+361.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.4% | +2.3% |
| 7D | -2.2% | +5.8% | -8.0% | -3.4% |
| 30D | -13.6% | +19.6% | -33.2% | -16.7% |
| 3M | -21.2% | +67.0% | -88.3% | -29.6% |
| 6M | -21.1% | +88.4% | -109.5% | -32.2% |
| YTD | -17.2% | +155.5% | -172.7% | -34.6% |
| 1Y | -30.7% | +141.7% | -172.4% | -44.9% |
| 3Y | -3.4% | +131.1% | -134.4% | -24.9% |
| 5Y | +25.5% | -70.6% | +96.1% | +36.3% |
| 10Y | +714.7% | +228.2% | +486.4% | +420.0% |
| All | +689.7% | +327.7% | +361.9% | +394.3% |
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