+263.4%
ROK vs DECK
+874.1%
-610.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | -13.8% | +5.8% | -19.6% | -15.2% |
| 30D | -14.9% | +7.9% | -22.8% | -16.9% |
| 3M | -14.7% | -11.4% | -3.3% | -12.1% |
| 6M | -17.7% | -16.6% | -1.1% | -14.2% |
| YTD | -2.5% | -16.4% | +13.9% | +0.6% |
| 1Y | +2.3% | +8.6% | -6.4% | -2.6% |
| 3Y | +52.7% | -15.1% | +67.9% | +45.3% |
| 5Y | +20.5% | +22.9% | -2.3% | -2.3% |
| All | +263.4% | +874.1% | -610.7% | +80.0% |
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