+877.2%
DECK vs RVTY
+206.3%
+670.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -2.4% |
| 7D | +5.8% | -1.2% | +7.0% | +5.8% |
| 30D | +7.9% | +1.0% | +6.8% | +6.7% |
| 3M | -11.4% | +35.8% | -47.2% | -24.3% |
| 6M | -16.6% | +56.7% | -73.3% | -33.9% |
| YTD | -16.4% | +60.7% | -77.1% | -35.4% |
| 1Y | +8.6% | +73.7% | -65.0% | -19.4% |
| 3Y | -15.1% | +82.8% | -97.9% | -40.8% |
| 5Y | +22.9% | -7.0% | +29.9% | +18.3% |
| All | +877.2% | +206.3% | +670.9% | +338.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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