-44.9%
RIG vs DECK
+8,125.5%
-8,170.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +6.0% | -13.6% | -8.3% |
| 7D | -18.8% | +10.4% | -29.1% | -19.8% |
| 30D | -1.1% | +11.1% | -12.2% | -2.5% |
| 3M | +4.4% | -10.8% | +15.2% | +5.4% |
| 6M | -20.8% | -8.7% | -12.0% | -20.6% |
| YTD | +32.0% | -14.0% | +46.0% | +32.6% |
| 1Y | +39.7% | +12.0% | +27.7% | +35.9% |
| 3Y | -20.3% | -10.5% | -9.9% | -22.0% |
| 5Y | +49.3% | +28.5% | +20.8% | +38.6% |
| 10Y | -43.6% | +923.3% | -966.9% | -57.8% |
| All | -44.9% | +8,125.5% | -8,170.5% | -67.6% |
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