-34.1%
ROL vs DECK
+10.4%
-44.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.3% |
| 7D | +11.7% | +6.0% | +5.7% | +10.4% |
| 30D | +27.7% | +7.4% | +20.3% | +25.8% |
| 3M | +3.7% | -11.7% | +15.3% | +5.4% |
| 6M | -27.8% | -11.0% | -16.8% | -26.5% |
| YTD | -34.7% | -15.4% | -19.3% | -33.3% |
| 1Y | -34.1% | +7.2% | -41.3% | -34.9% |
| All | -34.1% | +10.4% | -44.5% | -34.9% |
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