+9,402.1%
ROK vs DECK
+8,125.5%
+1,276.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.0% | -6.5% | -1.3% |
| 7D | 0.0% | +10.4% | -10.4% | -1.2% |
| 30D | -2.5% | +11.1% | -13.6% | -3.8% |
| 3M | 0.0% | -10.8% | +10.8% | +1.2% |
| 6M | +11.6% | -8.7% | +20.3% | +12.4% |
| YTD | +15.2% | -14.0% | +29.2% | +16.5% |
| 1Y | +25.0% | +12.0% | +13.0% | +22.3% |
| 3Y | +76.8% | -10.5% | +87.3% | +74.6% |
| 5Y | +41.2% | +28.5% | +12.7% | +32.3% |
| 10Y | +353.5% | +923.3% | -569.8% | +239.1% |
| All | +9,402.1% | +8,125.5% | +1,276.5% | +6,049.3% |
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