+6,384.2%
ROP vs DECK
+8,125.5%
-1,741.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.0% | -2.0% | +3.3% |
| 7D | +11.7% | +10.4% | +1.3% | +10.6% |
| 30D | +35.5% | +11.1% | +24.4% | +34.0% |
| 3M | +25.3% | -10.8% | +36.1% | +26.6% |
| 6M | +38.9% | -8.7% | +47.7% | +39.8% |
| YTD | +11.4% | -14.0% | +25.4% | +12.4% |
| 1Y | +10.3% | +12.0% | -1.7% | +8.4% |
| 3Y | -0.2% | -10.5% | +10.3% | -1.7% |
| 5Y | +4.1% | +28.5% | -24.4% | -2.3% |
| 10Y | +208.2% | +923.3% | -715.0% | +134.9% |
| All | +6,384.2% | +8,125.5% | -1,741.4% | +3,933.3% |
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