+24.6%
DECK vs RRX
+6.5%
+18.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.6% | -3.2% |
| 7D | +5.8% | +7.5% | -1.8% | +2.2% |
| 30D | +7.9% | +3.0% | +4.9% | +5.6% |
| 3M | -11.4% | -5.3% | -6.1% | -10.6% |
| 6M | -16.6% | -26.6% | +10.1% | -9.5% |
| YTD | -16.4% | +21.2% | -37.6% | -29.2% |
| 1Y | +8.6% | +25.9% | -17.3% | -10.1% |
| 3Y | -15.1% | +71.7% | -86.8% | -42.0% |
| All | +24.6% | +6.5% | +18.1% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling