+45.1%
RKT vs DECK
-3.0%
+48.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.5% |
| 7D | +2.1% | -2.2% | +4.3% | +2.7% |
| 30D | +1.4% | -13.6% | +15.0% | +5.1% |
| 3M | +6.3% | -21.2% | +27.5% | +12.8% |
| 6M | -15.5% | -21.1% | +5.6% | -10.3% |
| YTD | -27.4% | -17.2% | -10.1% | -24.4% |
| 1Y | -26.6% | -30.7% | +4.2% | -20.9% |
| All | +45.1% | -3.0% | +48.1% | +49.8% |
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