+12.5%
DECK vs RSG
+23.2%
-10.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +6.8% | +2.0% | +4.8% | +6.6% |
| 30D | +8.3% | +14.2% | -5.8% | +7.2% |
| 3M | -7.9% | +15.8% | -23.6% | -8.7% |
| 6M | -10.6% | +24.6% | -35.1% | -10.5% |
| YTD | -13.4% | +18.2% | -31.6% | -16.4% |
| 1Y | +12.5% | +22.8% | -10.3% | +7.5% |
| All | +12.5% | +23.2% | -10.7% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling