+28.5%
DECK vs ROIV
+382.1%
-353.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +6.1% | -0.1% | +5.3% |
| 7D | +10.4% | +3.0% | +7.3% | +10.0% |
| 30D | +11.1% | +6.8% | +4.2% | +10.3% |
| 3M | -10.8% | +10.5% | -21.3% | -12.1% |
| 6M | -8.7% | +34.8% | -43.5% | -12.4% |
| YTD | -14.0% | +76.2% | -90.2% | -20.2% |
| 1Y | +12.0% | +92.4% | -80.4% | +2.8% |
| 3Y | -10.5% | +312.0% | -322.4% | -24.9% |
| 5Y | +28.5% | +388.3% | -359.8% | -8.2% |
| All | +28.5% | +382.1% | -353.6% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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