-49.6%
RIG vs DECK
+938.4%
-988.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -2.5% |
| 7D | -17.0% | +6.4% | -23.4% | -18.6% |
| 30D | -6.2% | +9.1% | -15.3% | -8.9% |
| 3M | -1.7% | -7.2% | +5.5% | -0.5% |
| 6M | -19.2% | -9.9% | -9.3% | -18.6% |
| YTD | +25.2% | -12.8% | +38.0% | +25.5% |
| 1Y | +29.9% | +10.6% | +19.3% | +20.4% |
| 3Y | -21.3% | -13.8% | -7.5% | -28.1% |
| 5Y | +40.5% | +27.6% | +12.9% | +6.8% |
| 10Y | -49.6% | +887.0% | -936.6% | -79.0% |
| All | -49.6% | +938.4% | -988.0% | -79.0% |
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