+52.7%
ROST vs DECK
+11.2%
+41.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.0% | +0.1% | +4.5% |
| 7D | +7.8% | +10.4% | -2.6% | +5.1% |
| 30D | +8.6% | +11.1% | -2.5% | +5.7% |
| 3M | -1.9% | -10.8% | +8.8% | +0.3% |
| 6M | +9.1% | -8.7% | +17.9% | +10.9% |
| YTD | +37.2% | -14.0% | +51.3% | +40.2% |
| 1Y | +52.7% | +12.0% | +40.7% | +41.6% |
| All | +52.7% | +11.2% | +41.5% | +41.6% |
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