-22.1%
ROP vs DECK
-30.4%
+8.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.1% | -3.7% |
| 7D | -4.4% | -2.2% | -2.2% | -4.2% |
| 30D | +3.2% | -13.6% | +16.8% | +4.7% |
| 3M | +23.1% | -21.2% | +44.3% | +25.7% |
| 6M | +13.3% | -21.1% | +34.4% | +15.5% |
| YTD | -7.9% | -17.2% | +9.4% | -6.8% |
| 1Y | -22.1% | -30.7% | +8.7% | -18.6% |
| All | -22.1% | -30.4% | +8.4% | -18.6% |
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