+268.4%
ROK vs DECK
+885.7%
-617.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -1.5% | -12.6% | -13.7% |
| 7D | -15.6% | +6.0% | -21.6% | -17.0% |
| 30D | -15.5% | +7.4% | -22.9% | -17.3% |
| 3M | -15.1% | -11.7% | -3.4% | -12.4% |
| 6M | -12.0% | -11.0% | -1.1% | -10.0% |
| YTD | -1.1% | -15.4% | +14.3% | +1.7% |
| 1Y | +6.5% | +7.2% | -0.8% | +1.8% |
| 3Y | +51.8% | -11.8% | +63.6% | +42.7% |
| 5Y | +22.2% | +24.3% | -2.1% | -1.3% |
| All | +268.4% | +885.7% | -617.3% | +81.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling