-10.5%
RDW vs DECK
+25.5%
-36.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | 0.0% | +0.8% |
| 7D | -3.1% | -2.2% | -0.9% | -2.1% |
| 30D | -1.8% | -13.6% | +11.8% | +4.5% |
| 3M | -50.9% | -21.2% | -29.6% | -46.1% |
| 6M | +13.5% | -21.1% | +34.6% | +24.9% |
| YTD | +38.6% | -17.2% | +55.8% | +46.6% |
| 1Y | +28.3% | -30.7% | +59.0% | +45.9% |
| 3Y | +217.2% | -3.4% | +220.5% | +184.1% |
| All | -10.5% | +25.5% | -36.1% | -38.5% |
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 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