+13.2%
ROL vs DECK
+31.2%
-18.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.0% | -3.2% | +2.0% |
| 7D | +14.6% | +10.4% | +4.2% | +13.2% |
| 30D | +29.3% | +11.1% | +18.2% | +27.6% |
| 3M | +2.0% | -10.8% | +12.8% | +3.2% |
| 6M | -28.5% | -8.7% | -19.8% | -27.9% |
| YTD | -35.3% | -14.0% | -21.3% | -34.6% |
| 1Y | -34.7% | +12.0% | -46.7% | -35.8% |
| 3Y | +4.9% | -10.5% | +15.3% | -0.6% |
| 5Y | +13.2% | +28.5% | -15.3% | +0.9% |
| All | +13.2% | +31.2% | -18.1% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling