-3.9%
RMD vs DECK
+25.8%
-29.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | -5.3% | +6.0% | -11.4% | -6.5% |
| 30D | +8.4% | +7.4% | +1.0% | +6.8% |
| 3M | +7.1% | -11.7% | +18.8% | +9.8% |
| 6M | +15.8% | -11.0% | +26.8% | +18.2% |
| YTD | +0.2% | -15.4% | +15.5% | +2.5% |
| 1Y | -1.4% | +7.2% | -8.6% | -4.3% |
| 3Y | +61.3% | -11.8% | +73.1% | +56.2% |
| 5Y | -3.9% | +24.3% | -28.2% | -19.7% |
| All | -3.9% | +25.8% | -29.7% | -19.7% |
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