+20.4%
RMBS vs DECK
-12.4%
+32.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -25.4% |
| 6M | -40.9% | -11.0% | -30.0% | -39.5% |
| YTD | -24.2% | -15.4% | -8.8% | -21.3% |
| 1Y | -35.8% | +7.2% | -43.1% | -40.4% |
| All | +20.4% | -12.4% | +32.8% | +18.4% |
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