+18.7%
RGTI vs DECK
+56.2%
-37.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.3% | -1.2% | +20.5% | +19.8% |
| 7D | +4.4% | +5.8% | -1.3% | +1.7% |
| 30D | -19.5% | +7.9% | -27.3% | -22.4% |
| 3M | -28.9% | -11.4% | -17.5% | -25.5% |
| 6M | -41.5% | -16.6% | -25.0% | -37.6% |
| YTD | -47.0% | -16.4% | -30.6% | -44.6% |
| 1Y | -65.8% | +8.6% | -74.4% | -68.7% |
| 3Y | +1,029.8% | -15.1% | +1,044.9% | +1,037.1% |
| 5Y | +9.3% | +22.9% | -13.6% | -19.6% |
| All | +18.7% | +56.2% | -37.5% | -12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling