-46.1%
RIG vs DECK
+874.1%
-920.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +3.1% |
| 7D | -24.5% | +5.8% | -30.3% | -25.9% |
| 30D | -2.8% | +7.9% | -10.7% | -5.3% |
| 3M | +1.6% | -11.4% | +13.0% | +4.1% |
| 6M | -15.9% | -16.6% | +0.7% | -13.3% |
| YTD | +26.9% | -16.4% | +43.2% | +28.8% |
| 1Y | +34.4% | +8.6% | +25.7% | +25.0% |
| 3Y | -21.2% | -15.1% | -6.1% | -27.9% |
| 5Y | +46.4% | +22.9% | +23.5% | +12.4% |
| All | -46.1% | +874.1% | -920.2% | -77.7% |
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