A random forest builds a diversified portfolio of decision trees. To the extent that the errors of the individual trees are uncorrelated, the random forest kee

A random forest builds a diversified portfolio of decision trees. To the extent that the errors of the individual trees are uncorrelated, the random forest keeps the same low expected error of a single tree while reducing the high error variance of a tree. This is the same reason a mutual fund is better than a single stock -- on average they have the same return, but the latter has far more variance.