-18.0%
RKT vs DECK
+150.1%
-168.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -0.8% |
| 7D | +24.3% | +6.0% | +18.3% | +22.2% |
| 30D | +27.9% | +7.4% | +20.4% | +25.1% |
| 3M | +6.9% | -11.7% | +18.6% | +11.0% |
| 6M | +5.2% | -11.0% | +16.1% | +9.3% |
| YTD | -23.5% | -15.4% | -8.1% | -20.6% |
| 1Y | -9.1% | +7.2% | -16.3% | -12.6% |
| 3Y | +81.5% | -11.8% | +93.3% | +70.1% |
| 5Y | -2.0% | +24.3% | -26.3% | -26.5% |
| All | -18.0% | +150.1% | -168.1% | -56.3% |
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