+140.0%
ROP vs DECK
+718.3%
-578.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.1% | -3.8% |
| 7D | -4.4% | -2.2% | -2.2% | -4.1% |
| 30D | +3.2% | -13.6% | +16.8% | +5.9% |
| 3M | +23.1% | -21.2% | +44.3% | +28.2% |
| 6M | +13.3% | -21.1% | +34.4% | +17.5% |
| YTD | -7.9% | -17.2% | +9.4% | -5.7% |
| 1Y | -22.1% | -30.7% | +8.7% | -18.0% |
| 3Y | -16.8% | -3.4% | -13.4% | -22.6% |
| 5Y | -13.5% | +25.5% | -39.1% | -26.5% |
| All | +140.0% | +718.3% | -578.3% | +41.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling