+99.8%
RDDT vs DECK
-40.9%
+140.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.3% | +1.7% | +4.4% |
| 7D | +10.8% | +6.4% | +4.4% | +8.5% |
| 30D | -37.0% | +9.1% | -46.1% | -38.7% |
| 3M | -37.7% | -7.2% | -30.5% | -36.1% |
| 6M | -35.3% | -9.9% | -25.4% | -33.1% |
| YTD | -56.2% | -12.8% | -43.4% | -55.0% |
| 1Y | -48.2% | +10.6% | -58.8% | -51.8% |
| All | +99.8% | -40.9% | +140.7% | +134.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling