+54.8%
ROK vs DECK
-12.4%
+67.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -1.5% | -12.6% | -13.8% |
| 7D | -15.6% | +6.0% | -21.6% | -16.6% |
| 30D | -15.5% | +7.4% | -22.9% | -16.8% |
| 3M | -15.1% | -11.7% | -3.4% | -13.1% |
| 6M | -12.0% | -11.0% | -1.1% | -10.5% |
| YTD | -1.1% | -15.4% | +14.3% | +1.1% |
| 1Y | +6.5% | +7.2% | -0.8% | +3.2% |
| All | +54.8% | -12.4% | +67.2% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling