+22,262.1%
DECK vs RSG
+2,268.9%
+19,993.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.2% | -2.1% |
| 7D | +6.0% | +5.6% | +0.5% | +4.1% |
| 30D | +7.4% | +16.1% | -8.7% | +2.1% |
| 3M | -11.7% | +20.5% | -32.1% | -17.1% |
| 6M | -11.0% | +22.7% | -33.7% | -17.1% |
| YTD | -15.4% | +18.7% | -34.1% | -20.6% |
| 1Y | +7.2% | +21.9% | -14.6% | -0.3% |
| 3Y | -11.8% | +67.6% | -79.5% | -27.2% |
| 5Y | +24.3% | +99.3% | -75.0% | -3.9% |
| 10Y | +907.5% | +468.7% | +438.9% | +459.1% |
| All | +22,262.1% | +2,268.9% | +19,993.1% | +9,313.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling