-28.6%
RIG vs DECK
-3.0%
-25.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.4% | -3.0% |
| 7D | +0.9% | -2.2% | +3.1% | +1.1% |
| 30D | +13.8% | -13.6% | +27.4% | +15.5% |
| 3M | -6.4% | -21.2% | +14.8% | -4.2% |
| 6M | -8.2% | -21.1% | +12.9% | -6.4% |
| YTD | +41.6% | -17.2% | +58.9% | +42.9% |
| 1Y | +88.7% | -30.7% | +119.5% | +95.2% |
| All | -28.6% | -3.0% | -25.6% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling