+877.2%
DECK vs RSG
+458.9%
+418.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.7% |
| 7D | +5.8% | +1.2% | +4.6% | +5.2% |
| 30D | +7.9% | +14.2% | -6.3% | +0.9% |
| 3M | -11.4% | +18.2% | -29.6% | -18.5% |
| 6M | -16.6% | +24.4% | -40.9% | -25.5% |
| YTD | -16.4% | +17.9% | -34.2% | -23.9% |
| 1Y | +8.6% | +22.3% | -13.7% | -3.1% |
| 3Y | -15.1% | +65.1% | -80.3% | -38.4% |
| 5Y | +22.9% | +97.9% | -75.0% | -21.7% |
| All | +877.2% | +458.9% | +418.3% | +292.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling