+7.9%
RDW vs DECK
+51.8%
-43.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.7% | +10.4% | +8.2% |
| 7D | +9.5% | -2.3% | +11.8% | +10.4% |
| 30D | -17.4% | -15.2% | -2.1% | -11.8% |
| 3M | -39.5% | -24.7% | -14.8% | -32.9% |
| 6M | +31.3% | -20.8% | +52.1% | +43.2% |
| YTD | +47.8% | -20.3% | +68.1% | +58.2% |
| 1Y | +33.8% | -29.5% | +63.4% | +49.5% |
| 3Y | +262.3% | -6.0% | +268.3% | +238.4% |
| 5Y | -5.7% | +23.5% | -29.2% | -29.6% |
| All | +7.9% | +51.8% | -43.9% | -21.0% |
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