+24.3%
DECK vs RVTY
-10.3%
+34.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.9% | +0.5% |
| 7D | +6.0% | -9.0% | +15.0% | +9.4% |
| 30D | +7.4% | -1.6% | +9.0% | +7.5% |
| 3M | -11.7% | +31.2% | -42.8% | -21.7% |
| 6M | -11.0% | +63.6% | -74.5% | -28.4% |
| YTD | -15.4% | +56.3% | -71.6% | -31.4% |
| 1Y | +7.2% | +63.3% | -56.1% | -15.0% |
| 3Y | -11.8% | +72.4% | -84.3% | -33.3% |
| 5Y | +24.3% | -9.6% | +33.9% | +32.0% |
| All | +24.3% | -10.3% | +34.6% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling