+49.4%
RMBS vs DECK
-3.0%
+52.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.2% | +0.7% |
| 7D | -0.3% | -2.2% | +1.9% | +0.5% |
| 30D | -12.2% | -13.6% | +1.4% | -7.4% |
| 3M | -49.5% | -21.2% | -28.3% | -45.3% |
| 6M | -7.1% | -21.1% | +13.9% | +0.5% |
| YTD | -7.0% | -17.2% | +10.2% | -2.3% |
| 1Y | +13.3% | -30.7% | +44.1% | +28.0% |
| All | +49.4% | -3.0% | +52.4% | +33.6% |
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 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