+159.4%
DECK vs RVMD
+581.6%
-422.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.2% | -9.4% | -2.4% |
| 7D | +5.8% | +0.5% | +5.2% | +5.5% |
| 30D | +7.9% | -4.3% | +12.2% | +8.2% |
| 3M | -11.4% | -2.8% | -8.6% | -11.5% |
| 6M | -16.6% | +27.3% | -43.8% | -20.5% |
| YTD | -16.4% | +141.4% | -157.8% | -30.3% |
| 1Y | +8.6% | +213.3% | -204.6% | -13.7% |
| 3Y | -15.1% | +792.7% | -807.8% | -46.1% |
| 5Y | +22.9% | +470.6% | -447.7% | -24.0% |
| All | +159.4% | +581.6% | -422.2% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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