+821.4%
RMBS vs DECK
+19,337.8%
-18,516.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.5% | -14.4% | -15.7% |
| 7D | -23.4% | +6.0% | -29.4% | -24.3% |
| 30D | -38.9% | +7.4% | -46.4% | -39.8% |
| 3M | -28.4% | -11.7% | -16.7% | -26.9% |
| 6M | -40.9% | -11.0% | -30.0% | -40.1% |
| YTD | -24.2% | -15.4% | -8.8% | -22.7% |
| 1Y | -35.8% | +7.2% | -43.1% | -37.6% |
| 3Y | +20.0% | -11.8% | +31.8% | +20.0% |
| 5Y | +190.3% | +24.3% | +166.0% | +170.4% |
| 10Y | +484.1% | +907.5% | -423.5% | +276.3% |
| All | +821.4% | +19,337.8% | -18,516.4% | +296.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling