+12.5%
DECK vs RRX
+31.1%
-18.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.6% |
| 7D | +6.8% | 0.0% | +6.8% | +6.7% |
| 30D | +8.3% | +9.0% | -0.7% | +6.5% |
| 3M | -7.9% | +4.0% | -11.9% | -8.8% |
| 6M | -10.6% | -15.7% | +5.1% | -9.5% |
| YTD | -13.4% | +29.0% | -42.4% | -21.5% |
| 1Y | +12.5% | +35.2% | -22.8% | +0.6% |
| All | +12.5% | +31.1% | -18.6% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling