+156.7%
DECK vs RVMD
+644.5%
-487.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | -2.2% | +1.0% | -3.3% | -2.4% |
| 30D | -13.6% | +6.4% | -20.0% | -14.5% |
| 3M | -21.2% | +34.9% | -56.1% | -25.2% |
| 6M | -21.1% | +107.6% | -128.6% | -31.1% |
| YTD | -17.2% | +163.7% | -180.9% | -31.6% |
| 1Y | -30.7% | +439.2% | -470.0% | -50.1% |
| 3Y | -3.4% | +499.2% | -502.6% | -35.0% |
| 5Y | +25.5% | +621.7% | -596.2% | -25.6% |
| All | +156.7% | +644.5% | -487.8% | +23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling