+471.1%
RMBS vs DECK
+885.7%
-414.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.5% | -14.4% | -15.4% |
| 7D | -23.4% | +6.0% | -29.4% | -25.2% |
| 30D | -38.9% | +7.4% | -46.4% | -40.7% |
| 3M | -28.4% | -11.7% | -16.7% | -25.6% |
| 6M | -40.9% | -11.0% | -30.0% | -39.5% |
| YTD | -24.2% | -15.4% | -8.8% | -21.6% |
| 1Y | -35.8% | +7.2% | -43.1% | -39.8% |
| 3Y | +20.0% | -11.8% | +31.8% | +16.5% |
| 5Y | +190.3% | +24.3% | +166.0% | +137.9% |
| All | +471.1% | +885.7% | -414.5% | +170.6% |
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 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