+21,770.2%
DECK vs RSG
+2,015.2%
+19,754.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.6% | +1.9% |
| 7D | -2.2% | +0.3% | -2.5% | -2.3% |
| 30D | -13.6% | +7.6% | -21.2% | -15.7% |
| 3M | -21.2% | +7.4% | -28.7% | -23.2% |
| 6M | -21.1% | -3.3% | -17.8% | -20.6% |
| YTD | -17.2% | +6.0% | -23.2% | -19.3% |
| 1Y | -30.7% | -3.7% | -27.1% | -30.3% |
| 3Y | -3.4% | +59.1% | -62.5% | -18.8% |
| 5Y | +25.5% | +89.0% | -63.5% | -1.2% |
| 10Y | +714.7% | +412.5% | +302.1% | +368.8% |
| All | +21,770.2% | +2,015.2% | +19,754.9% | +9,471.8% |
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