+4,443.9%
ROL vs DECK
+8,125.5%
-3,681.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.0% | -3.2% | +2.2% |
| 7D | +14.6% | +10.4% | +4.2% | +13.6% |
| 30D | +29.3% | +11.1% | +18.2% | +28.1% |
| 3M | +2.0% | -10.8% | +12.8% | +3.0% |
| 6M | -28.5% | -8.7% | -19.8% | -28.1% |
| YTD | -35.3% | -14.0% | -21.3% | -34.8% |
| 1Y | -34.7% | +12.0% | -46.7% | -35.6% |
| 3Y | +4.9% | -10.5% | +15.3% | +3.2% |
| 5Y | +13.2% | +28.5% | -15.3% | +6.7% |
| 10Y | +223.3% | +923.3% | -700.0% | +151.9% |
| All | +4,443.9% | +8,125.5% | -3,681.7% | +2,754.3% |
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