-35.8%
RMBS vs DECK
+10.4%
-46.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.5% | -14.4% | -15.7% |
| 7D | -23.4% | +6.0% | -29.4% | -24.1% |
| 30D | -38.9% | +7.4% | -46.4% | -39.6% |
| 3M | -28.4% | -11.7% | -16.7% | -26.9% |
| 6M | -40.9% | -11.0% | -30.0% | -40.4% |
| YTD | -24.2% | -15.4% | -8.8% | -20.2% |
| 1Y | -35.8% | +7.2% | -43.1% | -32.2% |
| All | -35.8% | +10.4% | -46.2% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling