+888.8%
DECK vs RUN
+100.2%
+788.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +12.3% | -13.8% | -3.3% |
| 7D | +6.0% | +30.0% | -24.0% | +2.0% |
| 30D | +7.4% | +27.0% | -19.6% | +3.5% |
| 3M | -11.7% | -5.9% | -5.7% | -11.6% |
| 6M | -11.0% | -26.7% | +15.7% | -8.3% |
| YTD | -15.4% | -46.4% | +31.0% | -10.9% |
| 1Y | +7.2% | -52.1% | +59.3% | +13.9% |
| 3Y | -11.8% | -8.9% | -2.9% | -30.0% |
| 5Y | +24.3% | -82.4% | +106.8% | +23.0% |
| All | +888.8% | +100.2% | +788.6% | +455.0% |
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