+42.5%
RIG vs DECK
+25.8%
+16.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.5% | -4.9% | -6.2% |
| 7D | -23.8% | +6.0% | -29.8% | -24.6% |
| 30D | -5.6% | +7.4% | -13.0% | -7.0% |
| 3M | -0.8% | -11.7% | +10.9% | +1.0% |
| 6M | -18.4% | -11.0% | -7.4% | -17.8% |
| YTD | +23.5% | -15.4% | +38.9% | +24.6% |
| 1Y | +30.8% | +7.2% | +23.5% | +24.7% |
| 3Y | -25.4% | -11.8% | -13.6% | -31.5% |
| 5Y | +42.5% | +24.3% | +18.1% | +21.8% |
| All | +42.5% | +25.8% | +16.7% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling