+0.9%
ROK vs DECK
+9.7%
-8.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.3% | -0.7% | +2.8% |
| 7D | -11.5% | +6.4% | -17.9% | -12.4% |
| 30D | -10.0% | +9.1% | -19.1% | -11.4% |
| 3M | -11.4% | -7.2% | -4.2% | -10.4% |
| 6M | -13.7% | -9.9% | -3.7% | -12.6% |
| YTD | +1.0% | -12.8% | +13.8% | +2.8% |
| All | +0.9% | +9.7% | -8.8% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling