-30.7%
RDW vs DECK
+59.3%
-90.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.5% | -1.2% | +17.7% | +17.0% |
| 7D | -14.1% | +5.8% | -19.8% | -16.3% |
| 30D | -29.6% | +7.9% | -37.5% | -32.1% |
| 3M | -39.1% | -11.4% | -27.7% | -36.4% |
| 6M | -25.2% | -16.6% | -8.6% | -20.2% |
| YTD | -5.1% | -16.4% | +11.2% | -0.9% |
| 1Y | +20.6% | +8.6% | +11.9% | +11.6% |
| 3Y | +153.0% | -15.1% | +168.1% | +147.1% |
| 5Y | -43.5% | +22.9% | -66.4% | -57.7% |
| All | -30.7% | +59.3% | -90.1% | -50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling