+306.9%
ROST vs DECK
+874.1%
-567.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | +1.2% | +5.8% | -4.5% | -0.6% |
| 30D | +2.5% | +7.9% | -5.4% | -0.1% |
| 3M | -9.0% | -11.4% | +2.4% | -5.4% |
| 6M | +1.3% | -16.6% | +17.9% | +6.9% |
| YTD | +29.1% | -16.4% | +45.4% | +34.2% |
| 1Y | +45.4% | +8.6% | +36.8% | +38.0% |
| 3Y | +94.9% | -15.1% | +110.0% | +84.8% |
| 5Y | +104.0% | +22.9% | +81.1% | +60.8% |
| All | +306.9% | +874.1% | -567.2% | +65.5% |
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