+24.3%
DECK vs RVMD
+431.6%
-407.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -11.0% | +9.5% | -0.2% |
| 7D | +6.0% | -6.6% | +12.7% | +6.8% |
| 30D | +7.4% | -11.1% | +18.6% | +8.7% |
| 3M | -11.7% | -10.0% | -1.7% | -10.9% |
| 6M | -11.0% | +20.7% | -31.6% | -13.9% |
| YTD | -15.4% | +123.0% | -138.4% | -26.6% |
| 1Y | +7.2% | +199.4% | -192.1% | -11.4% |
| 3Y | -11.8% | +701.7% | -713.5% | -39.7% |
| 5Y | +24.3% | +427.2% | -402.8% | -18.9% |
| All | +24.3% | +431.6% | -407.2% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling