+22.7%
RGTI vs DECK
+61.8%
-39.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -6.1% |
| 7D | +9.6% | +6.8% | +2.8% | +6.6% |
| 30D | -13.4% | +8.3% | -21.7% | -16.5% |
| 3M | -31.2% | -7.9% | -23.3% | -29.0% |
| 6M | -35.9% | -10.6% | -25.3% | -33.5% |
| YTD | -45.1% | -13.4% | -31.8% | -43.5% |
| 1Y | -63.3% | +12.5% | -75.7% | -66.8% |
| 3Y | +1,152.6% | -14.9% | +1,167.4% | +1,159.7% |
| 5Y | +16.2% | +27.5% | -11.3% | -15.7% |
| All | +22.7% | +61.8% | -39.1% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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