+8.8%
ROP vs DECK
+9.5%
-0.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.9% |
| 7D | -2.9% | -0.8% | -2.1% | -2.9% |
| 30D | +30.1% | +4.9% | +25.2% | +29.0% |
| 3M | +19.9% | -5.8% | +25.7% | +20.3% |
| 6M | +46.0% | -8.6% | +54.6% | +46.6% |
| YTD | +8.4% | -14.7% | +23.1% | +8.6% |
| 1Y | +8.8% | +6.9% | +2.0% | +3.3% |
| All | +8.8% | +9.5% | -0.7% | +3.3% |
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 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