+4.5%
DECK vs RVMD
+162.9%
-158.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +2.7% |
| 7D | +0.1% | -10.4% | +10.5% | -0.1% |
| 30D | +4.8% | -11.0% | +15.8% | +4.7% |
| 3M | -6.9% | -14.7% | +7.8% | -7.2% |
| 6M | -7.6% | +14.9% | -22.5% | -7.4% |
| YTD | -16.3% | +116.3% | -132.6% | -10.9% |
| 1Y | +4.5% | +167.6% | -163.1% | +10.7% |
| All | +4.5% | +162.9% | -158.5% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling