+534.0%
RMBS vs DECK
+753.0%
-219.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.7% | -5.9% | -4.2% |
| 7D | +10.3% | +0.1% | +10.2% | +10.2% |
| 30D | -10.7% | +4.8% | -15.6% | -12.6% |
| 3M | -17.2% | -6.9% | -10.3% | -15.6% |
| 6M | -39.0% | -7.6% | -31.5% | -38.5% |
| YTD | -10.5% | -16.3% | +5.7% | -7.2% |
| 1Y | -11.0% | +4.5% | -15.5% | -15.6% |
| 3Y | +31.3% | -17.1% | +48.4% | +30.4% |
| 5Y | +242.8% | +21.9% | +220.9% | +182.6% |
| All | +534.0% | +753.0% | -219.0% | +214.3% |
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