+24.6%
DECK vs RSG
+96.6%
-72.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.9% |
| 7D | +5.8% | +1.2% | +4.6% | +5.4% |
| 30D | +7.9% | +14.2% | -6.3% | +4.0% |
| 3M | -11.4% | +17.8% | -29.2% | -15.3% |
| 6M | -16.6% | +24.0% | -40.5% | -21.5% |
| YTD | -16.4% | +17.5% | -33.9% | -20.5% |
| 1Y | +8.6% | +21.9% | -13.3% | +2.0% |
| 3Y | -15.1% | +64.6% | -79.7% | -31.6% |
| All | +24.6% | +96.6% | -72.0% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling