+24.3%
DECK vs RSG
+97.5%
-73.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.2% | -2.0% |
| 7D | +6.0% | +5.6% | +0.5% | +4.4% |
| 30D | +7.4% | +16.1% | -8.7% | +3.1% |
| 3M | -11.7% | +20.5% | -32.1% | -16.1% |
| 6M | -11.0% | +22.7% | -33.7% | -16.0% |
| YTD | -15.4% | +18.7% | -34.1% | -19.8% |
| 1Y | +7.2% | +21.9% | -14.6% | +0.7% |
| 3Y | -11.8% | +67.6% | -79.5% | -29.4% |
| 5Y | +24.3% | +99.3% | -75.0% | -9.5% |
| All | +24.3% | +97.5% | -73.1% | -9.5% |
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 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