+741.1%
DECK vs RUN
+45.5%
+695.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | -2.2% | +1.3% | -3.5% | -2.4% |
| 30D | -13.6% | -15.3% | +1.7% | -11.8% |
| 3M | -21.2% | -40.0% | +18.8% | -16.0% |
| 6M | -21.1% | -27.0% | +5.9% | -18.5% |
| YTD | -17.2% | -51.7% | +34.5% | -11.1% |
| 1Y | -30.7% | -45.9% | +15.1% | -28.0% |
| 3Y | -3.4% | -43.8% | +40.4% | -16.8% |
| 5Y | +25.5% | -80.5% | +106.0% | +20.8% |
| All | +741.1% | +45.5% | +695.6% | +394.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling