+741.1%
DECK vs RVTY
+150.6%
+590.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -2.2% | +1.1% | -3.3% | -2.8% |
| 30D | -13.6% | +13.2% | -26.8% | -18.7% |
| 3M | -21.2% | +27.2% | -48.5% | -30.4% |
| 6M | -21.1% | +32.4% | -53.5% | -32.0% |
| YTD | -17.2% | +34.9% | -52.1% | -29.8% |
| 1Y | -30.7% | +52.4% | -83.1% | -45.2% |
| 3Y | -3.4% | +12.3% | -15.6% | -14.3% |
| 5Y | +25.5% | -30.8% | +56.4% | +42.0% |
| All | +741.1% | +150.6% | +590.5% | +302.4% |
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