+5,265.2%
ROP vs DECK
+7,820.9%
-2,555.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +25.8% |
| 6M | +13.3% | -21.1% | +34.4% | +15.6% |
| YTD | -7.9% | -17.2% | +9.4% | -6.7% |
| 1Y | -22.1% | -30.7% | +8.7% | -19.9% |
| 3Y | -16.8% | -3.4% | -13.4% | -18.8% |
| 5Y | -13.5% | +25.5% | -39.1% | -18.8% |
| 10Y | +137.7% | +714.7% | -577.0% | +84.6% |
| All | +5,265.2% | +7,820.9% | -2,555.7% | +3,250.7% |
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