-19.3%
RMD vs DECK
+25.5%
-44.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -1.9% | -0.7% |
| 7D | -5.0% | -2.2% | -2.8% | -4.5% |
| 30D | +2.2% | -13.6% | +15.8% | +5.3% |
| 3M | +17.8% | -21.2% | +39.1% | +23.6% |
| 6M | -11.3% | -21.1% | +9.8% | -7.3% |
| YTD | -4.4% | -17.2% | +12.8% | -1.6% |
| 1Y | -15.7% | -30.7% | +15.0% | -10.4% |
| 3Y | +47.7% | -3.4% | +51.1% | +40.4% |
| All | -19.3% | +25.5% | -44.8% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling