+226.4%
RDW vs DECK
-19.4%
+245.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.4% | 0.0% | -2.6% |
| 7D | +29.7% | -3.7% | +33.4% | +31.9% |
| 30D | -12.3% | +0.6% | -12.9% | -12.7% |
| 3M | -40.5% | -7.3% | -33.2% | -38.9% |
| 6M | -30.5% | -10.9% | -19.6% | -27.4% |
| YTD | +5.7% | -18.5% | +24.1% | +12.2% |
| 1Y | +34.5% | +0.2% | +34.3% | +28.6% |
| All | +226.4% | -19.4% | +245.9% | +230.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling