-4.4%
RKT vs DECK
+31.2%
-35.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +6.0% | +2.7% | +6.7% |
| 7D | +29.7% | +10.4% | +19.4% | +25.6% |
| 30D | +28.5% | +11.1% | +17.4% | +24.1% |
| 3M | +6.4% | -10.8% | +17.2% | +10.3% |
| 6M | +7.1% | -8.7% | +15.9% | +10.7% |
| YTD | -22.5% | -14.0% | -8.4% | -19.8% |
| 1Y | -10.4% | +12.0% | -22.5% | -15.6% |
| 3Y | +83.8% | -10.5% | +94.3% | +65.8% |
| 5Y | -4.4% | +28.5% | -32.9% | -36.7% |
| All | -4.4% | +31.2% | -35.6% | -36.7% |
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 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