+28.8%
RMBS vs DECK
-13.4%
+42.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.2% | +8.1% | +7.4% |
| 7D | -12.0% | +5.8% | -17.7% | -14.0% |
| 30D | -33.1% | +7.9% | -41.0% | -35.3% |
| 3M | -23.7% | -11.4% | -12.3% | -20.7% |
| 6M | -42.7% | -16.6% | -26.1% | -39.8% |
| YTD | -18.9% | -16.4% | -2.5% | -15.5% |
| 1Y | -30.0% | +8.6% | -38.7% | -35.4% |
| 3Y | +28.8% | -15.1% | +43.9% | +27.2% |
| All | +28.8% | -13.4% | +42.2% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling