+9,186.5%
ROK vs DECK
+7,820.9%
+1,365.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.1% |
| 7D | +0.7% | -2.2% | +2.9% | +1.0% |
| 30D | -3.3% | -13.6% | +10.3% | -1.7% |
| 3M | -5.9% | -21.2% | +15.4% | -3.3% |
| 6M | +13.9% | -21.1% | +34.9% | +16.8% |
| YTD | +12.6% | -17.2% | +29.8% | +14.5% |
| 1Y | +28.6% | -30.7% | +59.3% | +33.1% |
| 3Y | +45.1% | -3.4% | +48.5% | +41.9% |
| 5Y | +45.6% | +25.5% | +20.0% | +36.8% |
| 10Y | +345.0% | +714.7% | -369.6% | +240.2% |
| All | +9,186.5% | +7,820.9% | +1,365.6% | +5,944.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling