-11.0%
DECK vs RVMD
+19.5%
-30.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -11.0% | +9.5% | -2.4% |
| 7D | +6.0% | -6.6% | +12.7% | +5.7% |
| 30D | +7.4% | -11.1% | +18.6% | +6.3% |
| 3M | -11.7% | -10.0% | -1.7% | -12.5% |
| 6M | -11.0% | +20.7% | -31.6% | -12.1% |
| All | -11.0% | +19.5% | -30.5% | -12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling