+314.2%
ROST vs DECK
+885.7%
-571.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.7% | -3.8% |
| 7D | +1.3% | +6.0% | -4.8% | -0.7% |
| 30D | +4.9% | +7.4% | -2.5% | +2.4% |
| 3M | -6.9% | -11.7% | +4.7% | -3.2% |
| 6M | +3.8% | -11.0% | +14.8% | +7.2% |
| YTD | +31.4% | -15.4% | +46.7% | +36.1% |
| 1Y | +46.2% | +7.2% | +39.0% | +39.3% |
| 3Y | +99.8% | -11.8% | +111.6% | +86.8% |
| 5Y | +107.6% | +24.3% | +83.3% | +63.0% |
| All | +314.2% | +885.7% | -571.4% | +67.8% |
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