+4,167.5%
RIO vs DECK
+8,125.5%
-3,958.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.0% | -2.4% | +2.9% |
| 7D | -1.6% | +10.4% | -12.0% | -2.7% |
| 30D | -11.6% | +11.1% | -22.7% | -12.7% |
| 3M | -12.7% | -10.8% | -1.9% | -11.7% |
| 6M | -12.4% | -8.7% | -3.6% | -11.8% |
| YTD | +11.0% | -14.0% | +25.0% | +12.0% |
| 1Y | +30.8% | +12.0% | +18.8% | +28.0% |
| 3Y | +52.4% | -10.5% | +62.9% | +49.2% |
| 5Y | +96.4% | +28.5% | +67.9% | +81.8% |
| 10Y | +431.1% | +923.3% | -492.2% | +284.9% |
| All | +4,167.5% | +8,125.5% | -3,958.0% | +2,562.6% |
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